+133.7%
GOOG vs MA
+70.4%
+63.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.7% |
| 7D | +1.1% | -1.8% | +2.8% | +2.0% |
| 30D | -5.1% | +1.4% | -6.5% | -5.8% |
| 3M | -7.1% | +17.7% | -24.8% | -14.8% |
| 6M | +12.7% | +9.7% | +3.0% | +6.5% |
| YTD | +7.1% | +0.5% | +6.6% | +5.8% |
| 1Y | +43.6% | -2.1% | +45.7% | +43.5% |
| 3Y | +146.8% | +40.1% | +106.7% | +93.7% |
| 5Y | +133.7% | +67.5% | +66.2% | +60.8% |
| All | +133.7% | +70.4% | +63.2% | +60.8% |
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 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