+532.2%
BE vs MA
+86.6%
+445.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.9% |
| 7D | +10.8% | +1.3% | +9.5% | +9.8% |
| 30D | -19.8% | +9.6% | -29.4% | -25.4% |
| 3M | -18.7% | +16.8% | -35.5% | -28.5% |
| 6M | -33.7% | +35.2% | -68.9% | -49.5% |
| YTD | +121.0% | +16.6% | +104.4% | +88.2% |
| 1Y | +85.4% | +19.8% | +65.6% | +53.2% |
| 3Y | +1,709.5% | +70.7% | +1,638.8% | +881.5% |
| All | +532.2% | +86.6% | +445.6% | +207.8% |
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