+207.0%
C vs MA
+567.5%
-360.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.9% |
| 7D | +4.2% | +1.3% | +2.9% | +3.3% |
| 30D | +2.0% | +9.6% | -7.6% | -4.2% |
| 3M | -10.1% | +16.8% | -26.9% | -19.2% |
| 6M | +1.0% | +35.2% | -34.2% | -18.3% |
| YTD | +8.5% | +16.6% | -8.1% | -3.5% |
| 1Y | +25.7% | +19.8% | +6.0% | +9.6% |
| 3Y | +216.0% | +70.7% | +145.3% | +115.0% |
| 5Y | +112.3% | +87.4% | +24.9% | +31.3% |
| All | +207.0% | +567.5% | -360.4% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling