+4.4%
GOOGL vs MA
+24.3%
-19.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.9% | -0.8% | +3.0% |
| 7D | -11.1% | +10.2% | -21.3% | -11.3% |
| 30D | -16.6% | +19.3% | -35.9% | -17.8% |
| 3M | -23.4% | +18.0% | -41.4% | -24.4% |
| 6M | -24.5% | +33.7% | -58.2% | -26.7% |
| YTD | -7.5% | +18.6% | -26.1% | -9.9% |
| 1Y | +4.4% | +22.5% | -18.1% | +2.5% |
| All | +4.4% | +24.3% | -19.9% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling