+136.8%
GOOGL vs MA
+73.0%
+63.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -2.3% | -2.7% | +0.4% | -0.9% |
| 30D | -6.6% | +1.5% | -8.1% | -7.3% |
| 3M | -8.9% | +20.4% | -29.4% | -17.4% |
| 6M | +11.9% | +11.1% | +0.7% | +5.2% |
| YTD | +8.3% | +2.0% | +6.4% | +6.3% |
| 1Y | +46.2% | -2.2% | +48.4% | +46.3% |
| 3Y | +151.9% | +41.9% | +110.0% | +96.9% |
| All | +136.8% | +73.0% | +63.8% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling