+147.5%
IBM vs MA
+88.8%
+58.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +6.8% | +7.9% | -1.2% | +3.5% |
| 3M | +4.4% | +16.8% | -12.4% | -2.0% |
| 6M | +13.2% | +31.0% | -17.8% | +1.3% |
| YTD | -15.1% | +15.0% | -30.2% | -20.1% |
| 1Y | -20.2% | +17.0% | -37.2% | -25.4% |
| 3Y | +79.3% | +68.5% | +10.8% | +49.5% |
| 5Y | +147.5% | +85.0% | +62.5% | +97.3% |
| All | +147.5% | +88.8% | +58.6% | +97.3% |
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