+2,915.2%
GOOG vs MA
+18,006.0%
-15,090.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.6% |
| 7D | +2.4% | +1.8% | +0.6% | +1.6% |
| 30D | -18.1% | +11.8% | -29.9% | -22.4% |
| 3M | -19.9% | +17.2% | -37.0% | -25.7% |
| 6M | -28.2% | +33.4% | -61.5% | -37.2% |
| YTD | -9.0% | +16.1% | -25.2% | -16.1% |
| 1Y | -1.7% | +19.9% | -21.6% | -10.8% |
| 3Y | +114.5% | +70.1% | +44.5% | +64.5% |
| 5Y | +96.2% | +89.6% | +6.5% | +43.0% |
| 10Y | +654.4% | +568.4% | +85.9% | +224.1% |
| All | +2,915.2% | +18,006.0% | -15,090.8% | +491.7% |
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