+1,122.0%
DELL vs MA
+70.4%
+1,051.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.7% |
| 7D | +25.6% | -1.8% | +27.4% | +26.9% |
| 30D | +17.7% | +1.4% | +16.2% | +16.6% |
| 3M | +33.4% | +17.7% | +15.7% | +19.7% |
| 6M | +266.2% | +9.7% | +256.5% | +240.8% |
| YTD | +328.0% | +0.5% | +327.5% | +321.5% |
| 1Y | +339.6% | -2.1% | +341.7% | +338.6% |
| 3Y | +694.6% | +40.1% | +654.5% | +518.1% |
| 5Y | +1,122.0% | +67.5% | +1,054.5% | +728.3% |
| All | +1,122.0% | +70.4% | +1,051.5% | +728.3% |
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