+2,755.4%
AVGO vs MA
+508.8%
+2,246.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.8% |
| 7D | -0.3% | -1.8% | +1.5% | +0.7% |
| 30D | -13.8% | +1.4% | -15.2% | -14.8% |
| 3M | -6.9% | +17.7% | -24.7% | -16.5% |
| 6M | +11.9% | +9.7% | +2.3% | +3.8% |
| YTD | +6.9% | +0.5% | +6.4% | +4.0% |
| 1Y | +7.4% | -2.1% | +9.5% | +5.4% |
| 3Y | +345.6% | +40.1% | +305.5% | +243.3% |
| 5Y | +718.9% | +67.5% | +651.4% | +453.6% |
| 10Y | +2,755.4% | +505.6% | +2,249.7% | +667.9% |
| All | +2,755.4% | +508.8% | +2,246.5% | +667.9% |
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