-25.9%
ADBE vs MA
+24.3%
-50.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -3.0% | -1.7% |
| 7D | -0.5% | +10.2% | -10.7% | -7.2% |
| 30D | +4.1% | +19.3% | -15.3% | -8.1% |
| 3M | -3.5% | +18.0% | -21.5% | -14.2% |
| 6M | -2.2% | +33.7% | -35.9% | -20.3% |
| YTD | -29.0% | +18.6% | -47.6% | -36.9% |
| 1Y | -25.9% | +22.5% | -48.4% | -35.4% |
| All | -25.9% | +24.3% | -50.2% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling