+714.4%
ADBE vs MA
+17,922.8%
-17,208.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -2.0% | +11.3% | -13.4% | -7.5% |
| 3M | -10.5% | +16.7% | -27.2% | -17.5% |
| 6M | -6.2% | +32.8% | -39.0% | -19.2% |
| YTD | -32.2% | +15.6% | -47.8% | -37.3% |
| 1Y | -27.4% | +19.6% | -47.0% | -34.1% |
| 3Y | -58.9% | +72.1% | -131.0% | -69.2% |
| 5Y | -64.5% | +96.0% | -160.5% | -75.0% |
| 10Y | +120.0% | +554.8% | -434.7% | -11.8% |
| All | +714.4% | +17,922.8% | -17,208.3% | -15.9% |
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