+134.9%
AS vs MDY
+35.5%
+99.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | -0.4% |
| 7D | +6.9% | -1.7% | +8.6% | +9.2% |
| 30D | +16.0% | -0.9% | +16.9% | +17.3% |
| 3M | -12.8% | -5.7% | -7.1% | -5.9% |
| 6M | -15.4% | -2.9% | -12.5% | -12.3% |
| YTD | -15.7% | +9.8% | -25.6% | -25.4% |
| 1Y | +6.1% | +13.5% | -7.4% | -10.2% |
| All | +134.9% | +35.5% | +99.3% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling