+814.6%
ADBE vs MA
+15,793.6%
-14,979.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.2% |
| 7D | -8.6% | -2.7% | -5.9% | -7.2% |
| 30D | +2.8% | +1.5% | +1.2% | +1.9% |
| 3M | +3.1% | +20.4% | -17.3% | -6.4% |
| 6M | -2.4% | +11.1% | -13.6% | -7.7% |
| YTD | -23.9% | +2.0% | -25.8% | -24.7% |
| 1Y | -22.6% | -2.2% | -20.4% | -21.9% |
| 3Y | -52.7% | +41.9% | -94.6% | -60.8% |
| 5Y | -60.0% | +75.4% | -135.4% | -70.2% |
| 10Y | +157.3% | +527.5% | -370.2% | +6.5% |
| All | +814.6% | +15,793.6% | -14,979.0% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling