+156.4%
ADBE vs MA
+507.5%
-351.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -8.9% | -3.5% | -5.4% | -6.5% |
| 30D | -6.6% | +0.8% | -7.4% | -7.1% |
| 3M | +7.1% | +14.8% | -7.6% | -2.7% |
| 6M | -9.8% | +10.0% | -19.8% | -15.8% |
| YTD | -27.2% | -0.1% | -27.1% | -27.4% |
| 1Y | -28.0% | -2.2% | -25.8% | -27.3% |
| 3Y | -54.5% | +39.3% | -93.8% | -64.7% |
| 5Y | -61.5% | +66.3% | -127.8% | -73.9% |
| 10Y | +156.4% | +513.2% | -356.8% | -39.1% |
| All | +156.4% | +507.5% | -351.0% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling