+476.1%
IBM vs MA
+15,793.6%
-15,317.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -0.3% | -2.7% | +2.4% | +0.6% |
| 30D | +0.3% | +1.5% | -1.3% | -0.3% |
| 3M | -21.6% | +20.4% | -42.0% | -26.4% |
| 6M | -4.7% | +11.1% | -15.8% | -8.3% |
| YTD | -19.1% | +2.0% | -21.0% | -19.7% |
| 1Y | -2.5% | -2.2% | -0.3% | -2.0% |
| 3Y | +74.2% | +41.9% | +32.3% | +54.5% |
| 5Y | +113.1% | +75.4% | +37.8% | +73.3% |
| 10Y | +133.5% | +527.5% | -394.0% | +29.6% |
| All | +476.1% | +15,793.6% | -15,317.4% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling