+668.0%
BE vs MA
+229.9%
+438.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -6.0% |
| 7D | +10.8% | +1.3% | +9.5% | +9.6% |
| 30D | -19.8% | +9.6% | -29.4% | -26.4% |
| 3M | -18.7% | +16.8% | -35.5% | -30.1% |
| 6M | -33.7% | +35.2% | -68.9% | -51.4% |
| YTD | +121.0% | +16.6% | +104.4% | +81.3% |
| 1Y | +85.4% | +19.8% | +65.6% | +47.7% |
| 3Y | +1,709.5% | +70.7% | +1,638.8% | +892.3% |
| 5Y | +462.2% | +87.4% | +374.8% | +187.0% |
| All | +668.0% | +229.9% | +438.0% | +149.8% |
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