+780.7%
GOOG vs MA
+518.9%
+261.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.2% |
| 7D | 0.0% | -1.7% | +1.8% | +1.0% |
| 30D | -2.0% | +1.7% | -3.6% | -2.9% |
| 3M | -5.9% | +17.2% | -23.1% | -14.3% |
| 6M | +8.9% | +13.3% | -4.4% | +0.4% |
| YTD | +7.1% | +0.2% | +6.9% | +5.6% |
| 1Y | +39.7% | -2.7% | +42.4% | +39.5% |
| 3Y | +145.8% | +39.1% | +106.8% | +94.4% |
| 5Y | +138.6% | +68.8% | +69.8% | +65.1% |
| All | +780.7% | +518.9% | +261.8% | +154.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling