+2,475.6%
AVGO vs MA
+554.9%
+1,920.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.5% | +3.6% |
| 7D | 0.0% | +1.8% | -1.8% | -1.0% |
| 30D | -8.2% | +11.8% | -20.0% | -14.2% |
| 3M | -21.3% | +17.2% | -38.4% | -28.7% |
| 6M | -22.5% | +33.4% | -55.9% | -35.9% |
| YTD | -3.6% | +16.1% | -19.7% | -14.0% |
| 1Y | -6.7% | +19.9% | -26.6% | -18.8% |
| 3Y | +258.1% | +70.1% | +188.1% | +144.9% |
| 5Y | +560.9% | +89.6% | +471.2% | +316.7% |
| 10Y | +2,475.6% | +568.4% | +1,907.2% | +551.3% |
| All | +2,475.6% | +554.9% | +1,920.7% | +551.3% |
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