+1,008.9%
BE vs MA
+184.4%
+824.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.4% | +11.1% | +10.9% |
| 7D | +29.8% | -1.8% | +31.5% | +31.5% |
| 30D | +26.4% | +1.4% | +25.0% | +24.0% |
| 3M | +9.3% | +17.7% | -8.4% | -7.9% |
| 6M | +105.1% | +9.7% | +95.4% | +81.8% |
| YTD | +219.0% | +0.5% | +218.6% | +200.5% |
| 1Y | +418.8% | -2.1% | +420.8% | +397.8% |
| 3Y | +1,784.6% | +40.1% | +1,744.5% | +1,148.5% |
| 5Y | +1,251.0% | +67.5% | +1,183.5% | +659.3% |
| All | +1,008.9% | +184.4% | +824.4% | +314.1% |
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