+387.2%
BE vs MA
+93.2%
+293.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.8% |
| 7D | -14.7% | +2.3% | -17.0% | -16.3% |
| 30D | -40.5% | +14.7% | -55.2% | -46.5% |
| 3M | -24.3% | +13.5% | -37.8% | -31.9% |
| 6M | -39.3% | +33.1% | -72.4% | -53.2% |
| YTD | +99.4% | +15.1% | +84.3% | +71.7% |
| 1Y | +26.6% | +18.7% | +7.9% | +5.5% |
| 3Y | +1,616.9% | +72.1% | +1,544.9% | +824.6% |
| All | +387.2% | +93.2% | +293.9% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling