+3,465.0%
GOOGL vs MA
+15,793.6%
-12,328.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -2.3% | -2.7% | +0.4% | -1.1% |
| 30D | -6.6% | +1.5% | -8.1% | -7.2% |
| 3M | -8.9% | +20.4% | -29.4% | -16.4% |
| 6M | +11.9% | +11.1% | +0.7% | +6.0% |
| YTD | +8.3% | +2.0% | +6.4% | +6.3% |
| 1Y | +46.2% | -2.2% | +48.4% | +45.7% |
| 3Y | +151.9% | +41.9% | +110.0% | +110.2% |
| 5Y | +137.7% | +75.4% | +62.4% | +79.4% |
| 10Y | +757.6% | +527.5% | +230.0% | +281.9% |
| All | +3,465.0% | +15,793.6% | -12,328.6% | +644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling