+500.9%
IBM vs MA
+17,837.3%
-17,336.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -5.0% | +2.3% | -7.3% | -5.7% |
| 30D | +11.1% | +14.7% | -3.6% | +6.1% |
| 3M | +5.7% | +13.5% | -7.8% | +1.2% |
| 6M | +10.1% | +33.1% | -23.0% | -0.1% |
| YTD | -15.6% | +15.1% | -30.7% | -19.6% |
| 1Y | -19.5% | +18.7% | -38.3% | -24.2% |
| 3Y | +80.4% | +72.1% | +8.3% | +50.4% |
| 5Y | +140.0% | +92.8% | +47.2% | +89.2% |
| 10Y | +155.0% | +571.6% | -416.7% | +37.8% |
| All | +500.9% | +17,837.3% | -17,336.4% | +80.6% |
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 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