+130.7%
C vs MA
+73.0%
+57.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | +3.6% | -2.7% | +6.3% | +5.1% |
| 30D | +0.1% | +1.5% | -1.5% | -0.9% |
| 3M | +2.4% | +20.4% | -18.0% | -8.0% |
| 6M | +24.9% | +11.1% | +13.8% | +17.0% |
| YTD | +19.8% | +2.0% | +17.8% | +17.6% |
| 1Y | +44.9% | -2.2% | +47.0% | +45.4% |
| 3Y | +263.0% | +41.9% | +221.1% | +197.4% |
| All | +130.7% | +73.0% | +57.7% | +66.3% |
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 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