+149.9%
IBM vs MA
+562.8%
-412.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | +8.4% | +11.3% | -3.0% | +3.1% |
| 3M | +4.5% | +16.7% | -12.2% | -2.8% |
| 6M | +7.9% | +32.8% | -24.9% | -5.6% |
| YTD | -15.2% | +15.6% | -30.8% | -20.9% |
| 1Y | -17.6% | +19.6% | -37.2% | -24.3% |
| 3Y | +82.1% | +72.1% | +10.0% | +41.5% |
| 5Y | +143.3% | +96.0% | +47.3% | +72.7% |
| 10Y | +149.9% | +554.8% | -404.8% | +6.5% |
| All | +149.9% | +562.8% | -412.8% | +6.5% |
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