+911.5%
BE vs MA
+188.6%
+722.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +8.3% |
| 7D | +20.0% | -2.7% | +22.7% | +22.7% |
| 30D | +7.9% | +1.5% | +6.4% | +5.9% |
| 3M | -13.2% | +20.4% | -33.6% | -28.4% |
| 6M | +53.5% | +11.1% | +42.3% | +34.8% |
| YTD | +191.0% | +2.0% | +189.1% | +171.1% |
| 1Y | +360.5% | -2.2% | +362.7% | +342.9% |
| 3Y | +1,568.0% | +41.9% | +1,526.1% | +994.4% |
| 5Y | +1,055.2% | +75.4% | +979.8% | +521.8% |
| All | +911.5% | +188.6% | +722.9% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling