+3,448.4%
GOOG vs MA
+15,793.6%
-12,345.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -2.1% | -2.7% | +0.6% | -0.9% |
| 30D | -6.8% | +1.5% | -8.4% | -7.5% |
| 3M | -9.1% | +20.4% | -29.5% | -16.5% |
| 6M | +10.7% | +11.1% | -0.4% | +4.9% |
| YTD | +7.1% | +2.0% | +5.1% | +5.1% |
| 1Y | +44.6% | -2.2% | +46.8% | +44.1% |
| 3Y | +147.4% | +41.9% | +105.5% | +106.6% |
| 5Y | +133.8% | +75.4% | +58.5% | +76.5% |
| 10Y | +777.5% | +527.5% | +250.0% | +291.0% |
| All | +3,448.4% | +15,793.6% | -12,345.1% | +640.9% |
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