+38.0%
DELL vs MA
+31.2%
+6.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.3% |
| 7D | -22.6% | +2.3% | -24.9% | -20.4% |
| 30D | -43.2% | +14.7% | -57.8% | -36.9% |
| 3M | -24.8% | +13.5% | -38.3% | -17.0% |
| 6M | +38.0% | +33.1% | +4.9% | +78.0% |
| All | +38.0% | +31.2% | +6.8% | +78.0% |
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