+641.7%
BE vs MA
+228.8%
+412.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.8% | -4.8% |
| 7D | -13.4% | +1.8% | -15.2% | -14.6% |
| 30D | -33.9% | +11.8% | -45.7% | -40.4% |
| 3M | -12.0% | +17.2% | -29.1% | -24.5% |
| 6M | -29.0% | +33.4% | -62.4% | -47.3% |
| YTD | +113.4% | +16.1% | +97.2% | +75.6% |
| 1Y | +33.2% | +19.9% | +13.3% | +6.0% |
| 3Y | +1,659.2% | +70.1% | +1,589.1% | +867.8% |
| 5Y | +461.4% | +89.6% | +371.7% | +183.1% |
| All | +641.7% | +228.8% | +412.9% | +142.0% |
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