+223.5%
C vs MA
+561.7%
-338.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -2.4% | +2.3% | -4.7% | -3.9% |
| 30D | -6.0% | +14.7% | -20.7% | -14.3% |
| 3M | -10.5% | +13.5% | -24.0% | -18.1% |
| 6M | -5.7% | +33.1% | -38.8% | -22.9% |
| YTD | +4.1% | +15.1% | -10.9% | -6.5% |
| 1Y | +20.5% | +18.7% | +1.8% | +5.7% |
| 3Y | +208.1% | +72.1% | +136.0% | +108.9% |
| 5Y | +110.4% | +92.8% | +17.6% | +27.7% |
| All | +223.5% | +561.7% | -338.2% | +12.9% |
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