+3,025.6%
GOOG vs MA
+17,834.5%
-14,809.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.2% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | -15.5% | +7.9% | -23.4% | -18.6% |
| 3M | -13.7% | +16.8% | -30.4% | -19.8% |
| 6M | -23.0% | +31.0% | -53.9% | -32.2% |
| YTD | -5.7% | +15.0% | -20.7% | -12.7% |
| 1Y | +3.0% | +17.0% | -14.0% | -5.5% |
| 3Y | +122.4% | +68.5% | +53.9% | +71.2% |
| 5Y | +99.2% | +85.0% | +14.3% | +46.8% |
| 10Y | +690.8% | +561.3% | +129.5% | +241.3% |
| All | +3,025.6% | +17,834.5% | -14,809.0% | +515.8% |
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 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