+369.0%
ALL vs M
-5.1%
+374.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -2.6% | -3.3% | +0.8% | -2.2% |
| 30D | +12.7% | +8.1% | +4.6% | +11.5% |
| 3M | +0.4% | +2.2% | -1.8% | -0.1% |
| 6M | +23.8% | +35.1% | -11.3% | +18.4% |
| YTD | +27.8% | +15.8% | +12.0% | +24.3% |
| 1Y | +28.9% | +25.8% | +3.0% | +23.8% |
| 3Y | +113.9% | +156.2% | -42.4% | +79.8% |
| 5Y | +157.4% | -2.4% | +159.7% | +138.5% |
| 10Y | +369.0% | -7.1% | +376.1% | +258.2% |
| All | +369.0% | -5.1% | +374.1% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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