+20.3%
JPM vs MA
-1.7%
+22.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.1% |
| 30D | -0.2% | +1.5% | -1.7% | -0.7% |
| 3M | +15.9% | +20.4% | -4.6% | +8.8% |
| 6M | +20.9% | +11.1% | +9.8% | +16.7% |
| YTD | +12.9% | +2.0% | +10.9% | +13.0% |
| 1Y | +20.3% | -2.2% | +22.5% | +20.4% |
| All | +20.3% | -1.7% | +22.0% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling