+120.7%
GOOGL vs MA
+71.7%
+49.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.8% | +2.3% | -0.5% | +1.2% |
| 30D | -18.8% | +14.7% | -33.4% | -21.9% |
| 3M | -20.3% | +13.5% | -33.8% | -23.2% |
| 6M | -28.4% | +33.1% | -61.5% | -34.3% |
| YTD | -8.8% | +15.1% | -23.9% | -12.6% |
| 1Y | +0.3% | +18.7% | -18.5% | -5.1% |
| 3Y | +120.7% | +72.1% | +48.6% | +71.4% |
| All | +120.7% | +71.7% | +49.1% | +71.4% |
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