+159.9%
DELL vs MA
+18.9%
+141.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.3% | -8.5% | -6.9% |
| 7D | +4.9% | +1.3% | +3.6% | +5.2% |
| 30D | -32.1% | +9.6% | -41.7% | -30.8% |
| 3M | -30.2% | +16.8% | -47.0% | -28.6% |
| 6M | +41.7% | +35.2% | +6.5% | +44.4% |
| YTD | +176.6% | +16.6% | +160.0% | +187.2% |
| 1Y | +159.9% | +19.8% | +140.2% | +170.8% |
| All | +159.9% | +18.9% | +141.1% | +170.8% |
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