+564.1%
AMZN vs MA
+507.5%
+56.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -1.0% | -3.5% | +2.5% | +1.0% |
| 30D | -9.2% | +0.8% | -10.0% | -9.7% |
| 3M | +3.4% | +14.8% | -11.4% | -4.7% |
| 6M | +18.2% | +10.0% | +8.2% | +11.2% |
| YTD | +9.3% | -0.1% | +9.5% | +8.4% |
| 1Y | +5.9% | -2.2% | +8.2% | +6.0% |
| 3Y | +82.6% | +39.3% | +43.3% | +48.0% |
| 5Y | +44.9% | +66.3% | -21.5% | +5.7% |
| 10Y | +564.1% | +513.2% | +50.9% | +93.5% |
| All | +564.1% | +507.5% | +56.6% | +93.5% |
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