+105.9%
C vs MA
+93.2%
+12.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -2.4% | +2.3% | -4.7% | -3.6% |
| 30D | -6.0% | +14.7% | -20.7% | -12.9% |
| 3M | -10.5% | +13.5% | -24.0% | -16.8% |
| 6M | -5.7% | +33.1% | -38.8% | -20.3% |
| YTD | +4.1% | +15.1% | -10.9% | -4.5% |
| 1Y | +20.5% | +18.7% | +1.8% | +8.3% |
| 3Y | +208.1% | +72.1% | +136.0% | +125.0% |
| All | +105.9% | +93.2% | +12.7% | +38.2% |
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