+138.2%
IBM vs MA
+93.2%
+45.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -5.0% | +2.3% | -7.3% | -5.9% |
| 30D | +11.1% | +14.7% | -3.6% | +5.2% |
| 3M | +5.7% | +13.5% | -7.8% | +0.4% |
| 6M | +10.1% | +33.1% | -23.0% | -1.9% |
| YTD | -15.6% | +15.1% | -30.7% | -20.5% |
| 1Y | -19.5% | +18.7% | -38.3% | -25.1% |
| 3Y | +80.4% | +72.1% | +8.3% | +50.0% |
| All | +138.2% | +93.2% | +45.0% | +89.6% |
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