+1,803.2%
BE vs MA
+68.5%
+1,734.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | +20.5% | -0.5% | +21.0% | +20.7% |
| 30D | -23.4% | +7.9% | -31.3% | -24.4% |
| 3M | -14.9% | +16.8% | -31.6% | -17.7% |
| 6M | -28.1% | +31.0% | -59.0% | -33.4% |
| YTD | +132.4% | +15.0% | +117.3% | +128.1% |
| 1Y | +59.4% | +17.0% | +42.3% | +54.6% |
| All | +1,803.2% | +68.5% | +1,734.7% | +1,411.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling