+83.0%
IBM vs MA
+70.6%
+12.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -1.7% | -1.8% | +0.1% | -0.8% |
| 30D | +10.1% | +11.0% | -0.9% | +4.0% |
| 3M | +4.8% | +17.9% | -13.0% | -4.4% |
| 6M | +12.6% | +33.2% | -20.5% | -4.4% |
| YTD | -13.9% | +16.5% | -30.4% | -21.4% |
| 1Y | -18.7% | +19.1% | -37.8% | -26.6% |
| All | +83.0% | +70.6% | +12.5% | +45.6% |
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 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