+136.8%
DELL vs MA
+20.1%
+116.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | -18.1% | +1.8% | -19.9% | -17.6% |
| 30D | -42.9% | +11.8% | -54.7% | -41.8% |
| 3M | -26.9% | +17.2% | -44.0% | -25.2% |
| 6M | +28.8% | +33.4% | -4.6% | +31.0% |
| YTD | +168.4% | +16.1% | +152.3% | +178.5% |
| 1Y | +136.8% | +19.9% | +116.9% | +146.8% |
| All | +136.8% | +20.1% | +116.7% | +146.8% |
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