+109.4%
C vs MA
+97.3%
+12.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.6% | -3.7% |
| 7D | -5.3% | +3.2% | -8.5% | -6.9% |
| 30D | -7.3% | +15.9% | -23.3% | -14.7% |
| 3M | -13.5% | +15.2% | -28.6% | -20.2% |
| 6M | -6.5% | +32.4% | -38.9% | -20.7% |
| YTD | +3.6% | +15.6% | -12.0% | -5.3% |
| 1Y | +18.9% | +19.3% | -0.4% | +6.6% |
| 3Y | +205.0% | +73.0% | +132.0% | +122.0% |
| 5Y | +109.4% | +93.7% | +15.6% | +40.0% |
| All | +109.4% | +97.3% | +12.0% | +40.0% |
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