+126.0%
GOOGL vs MA
+70.7%
+55.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +3.9% | +1.3% | +2.6% | +3.5% |
| 30D | -14.9% | +9.6% | -24.5% | -17.0% |
| 3M | -14.6% | +16.8% | -31.3% | -18.2% |
| 6M | -26.4% | +35.2% | -61.6% | -32.7% |
| YTD | -5.3% | +16.6% | -21.9% | -9.5% |
| 1Y | +6.5% | +19.8% | -13.3% | +0.6% |
| 3Y | +126.0% | +70.7% | +55.4% | +81.8% |
| All | +126.0% | +70.7% | +55.4% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling