+622.2%
GOOGL vs MA
+562.8%
+59.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | +3.3% | -0.3% | +3.6% | +3.5% |
| 30D | -18.1% | +11.3% | -29.4% | -23.2% |
| 3M | -18.6% | +16.7% | -35.3% | -25.8% |
| 6M | -28.0% | +32.8% | -60.8% | -39.3% |
| YTD | -7.8% | +15.6% | -23.4% | -16.6% |
| 1Y | +3.6% | +19.6% | -16.0% | -8.3% |
| 3Y | +123.4% | +72.1% | +51.3% | +55.2% |
| 5Y | +95.3% | +96.0% | -0.7% | +24.2% |
| 10Y | +622.2% | +554.8% | +67.4% | +98.7% |
| All | +622.2% | +562.8% | +59.4% | +98.7% |
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 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