+115.5%
IBM vs MA
+73.0%
+42.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -0.3% | -2.7% | +2.4% | +0.8% |
| 30D | +0.3% | +1.5% | -1.3% | -0.4% |
| 3M | -21.6% | +20.4% | -42.0% | -27.2% |
| 6M | -4.7% | +11.1% | -15.8% | -8.9% |
| YTD | -19.1% | +2.0% | -21.0% | -20.0% |
| 1Y | -2.5% | -2.2% | -0.3% | -2.4% |
| 3Y | +74.2% | +41.9% | +32.3% | +55.0% |
| All | +115.5% | +73.0% | +42.5% | +78.1% |
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 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