+2,901.0%
DELL vs MA
+623.8%
+2,277.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -22.6% | +2.3% | -24.9% | -23.8% |
| 30D | -43.2% | +14.7% | -57.8% | -47.8% |
| 3M | -24.8% | +13.5% | -38.3% | -30.6% |
| 6M | +38.0% | +33.1% | +4.9% | +14.8% |
| YTD | +163.7% | +15.1% | +148.7% | +137.9% |
| 1Y | +122.5% | +18.7% | +103.8% | +96.4% |
| 3Y | +377.0% | +72.1% | +304.9% | +236.1% |
| 5Y | +542.6% | +92.8% | +449.8% | +318.9% |
| 10Y | +2,554.1% | +571.6% | +1,982.5% | +685.6% |
| All | +2,901.0% | +623.8% | +2,277.3% | +716.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling