-6.5%
C vs MA
+31.3%
-37.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.6% | -4.7% |
| 7D | -5.3% | +3.2% | -8.5% | -5.4% |
| 30D | -7.3% | +15.9% | -23.3% | -8.3% |
| 3M | -13.5% | +15.2% | -28.6% | -14.3% |
| 6M | -6.5% | +32.4% | -38.9% | -7.9% |
| All | -6.5% | +31.3% | -37.8% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling