+112.4%
C vs MA
+93.0%
+19.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | -5.4% | +11.3% | -16.7% | -10.9% |
| 3M | -9.2% | +16.7% | -25.8% | -16.8% |
| 6M | -1.8% | +32.8% | -34.6% | -16.9% |
| YTD | +6.7% | +15.6% | -8.9% | -2.4% |
| 1Y | +23.5% | +19.6% | +3.9% | +10.6% |
| 3Y | +219.8% | +72.1% | +147.7% | +133.5% |
| 5Y | +112.4% | +96.0% | +16.4% | +41.8% |
| All | +112.4% | +93.0% | +19.4% | +41.8% |
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