-28.0%
ADBE vs MA
+20.1%
-48.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.6% |
| 7D | -3.8% | +1.8% | -5.6% | -5.1% |
| 30D | -2.3% | +11.8% | -14.1% | -9.7% |
| 3M | -13.3% | +17.2% | -30.4% | -22.5% |
| 6M | -6.5% | +33.4% | -39.9% | -23.5% |
| YTD | -32.4% | +16.1% | -48.5% | -39.0% |
| 1Y | -28.0% | +19.9% | -47.9% | -36.2% |
| All | -28.0% | +20.1% | -48.1% | -36.2% |
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