+700.7%
GOOGL vs MA
+558.8%
+141.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | +5.7% | -0.5% | +6.2% | +6.0% |
| 30D | -15.6% | +7.9% | -23.5% | -19.5% |
| 3M | -13.0% | +16.8% | -29.8% | -20.7% |
| 6M | -22.8% | +31.0% | -53.8% | -34.4% |
| YTD | -4.4% | +15.0% | -19.4% | -13.3% |
| 1Y | +4.5% | +17.0% | -12.6% | -6.4% |
| 3Y | +127.4% | +68.5% | +59.0% | +60.1% |
| 5Y | +102.8% | +85.0% | +17.8% | +33.6% |
| All | +700.7% | +558.8% | +141.9% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling