+675.5%
BE vs MA
+227.3%
+448.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.5% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -30.9% | +11.3% | -42.2% | -37.4% |
| 3M | -11.6% | +16.7% | -28.3% | -23.9% |
| 6M | -25.7% | +32.8% | -58.5% | -44.6% |
| YTD | +123.1% | +15.6% | +107.5% | +84.4% |
| 1Y | +43.4% | +19.6% | +23.8% | +14.5% |
| 3Y | +1,683.6% | +72.1% | +1,611.5% | +868.4% |
| 5Y | +465.4% | +96.0% | +369.4% | +175.5% |
| All | +675.5% | +227.3% | +448.3% | +154.1% |
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