+583.6%
JPM vs MA
+508.8%
+74.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.6% |
| 7D | -0.4% | -1.8% | +1.4% | +0.6% |
| 30D | -1.1% | +1.4% | -2.5% | -2.0% |
| 3M | +14.1% | +17.7% | -3.6% | +3.6% |
| 6M | +23.3% | +9.7% | +13.6% | +15.9% |
| YTD | +11.3% | +0.5% | +10.8% | +9.9% |
| 1Y | +23.0% | -2.1% | +25.1% | +22.9% |
| 3Y | +162.6% | +40.1% | +122.5% | +112.2% |
| 5Y | +152.8% | +67.5% | +85.2% | +78.9% |
| 10Y | +583.6% | +505.6% | +78.0% | +182.7% |
| All | +583.6% | +508.8% | +74.8% | +182.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling