+143.3%
DELL vs MA
+24.3%
+119.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.8% | -7.8% |
| 7D | -24.6% | +10.2% | -34.8% | -23.0% |
| 30D | -32.5% | +19.3% | -51.8% | -30.8% |
| 3M | -20.2% | +18.0% | -38.2% | -18.2% |
| 6M | +76.5% | +33.7% | +42.8% | +81.1% |
| YTD | +198.9% | +18.6% | +180.3% | +211.1% |
| 1Y | +143.3% | +22.5% | +120.9% | +153.8% |
| All | +143.3% | +24.3% | +119.1% | +153.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling