+418.8%
BE vs MA
-1.4%
+420.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.4% | +11.1% | +9.0% |
| 7D | +29.8% | -1.8% | +31.5% | +28.8% |
| 30D | +26.4% | +1.4% | +25.0% | +27.4% |
| 3M | +9.3% | +17.7% | -8.4% | +16.8% |
| 6M | +105.1% | +9.7% | +95.4% | +117.1% |
| YTD | +219.0% | +0.5% | +218.6% | +235.9% |
| 1Y | +418.8% | -2.1% | +420.8% | +512.3% |
| All | +418.8% | -1.4% | +420.2% | +512.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling