+207.2%
C vs MA
+558.8%
-351.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | +4.7% | -0.5% | +5.2% | +5.1% |
| 30D | +0.2% | +7.9% | -7.7% | -4.9% |
| 3M | -9.3% | +16.8% | -26.1% | -18.5% |
| 6M | -0.8% | +31.0% | -31.8% | -18.1% |
| YTD | +8.5% | +15.0% | -6.5% | -2.6% |
| 1Y | +23.1% | +17.0% | +6.1% | +9.0% |
| 3Y | +220.8% | +68.5% | +152.3% | +120.1% |
| 5Y | +112.4% | +85.0% | +27.4% | +32.5% |
| All | +207.2% | +558.8% | -351.6% | -3.5% |
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 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