+59.4%
BE vs MA
+17.3%
+42.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -4.2% |
| 7D | +20.5% | -0.5% | +21.0% | +20.2% |
| 30D | -23.4% | +7.9% | -31.3% | -19.9% |
| 3M | -14.9% | +16.8% | -31.6% | -7.3% |
| 6M | -28.1% | +31.0% | -59.0% | -17.0% |
| YTD | +132.4% | +15.0% | +117.3% | +163.0% |
| 1Y | +59.4% | +17.0% | +42.3% | +78.8% |
| All | +59.4% | +17.3% | +42.1% | +78.8% |
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 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