+643.8%
AMZN vs MA
+558.8%
+85.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | +3.4% | +7.9% | -4.5% | -1.1% |
| 3M | +0.1% | +16.8% | -16.7% | -8.7% |
| 6M | +0.6% | +31.0% | -30.4% | -14.3% |
| YTD | +15.9% | +15.0% | +0.8% | +5.8% |
| 1Y | +9.5% | +17.0% | -7.5% | -1.1% |
| 3Y | +86.3% | +68.5% | +17.8% | +35.0% |
| 5Y | +51.7% | +85.0% | -33.2% | +4.1% |
| All | +643.8% | +558.8% | +85.0% | +102.8% |
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