+479.1%
JPM vs MA
+554.9%
-75.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.3% |
| 30D | +2.7% | +11.8% | -9.1% | -3.6% |
| 3M | -4.5% | +17.2% | -21.6% | -12.8% |
| 6M | +14.3% | +33.4% | -19.1% | -3.5% |
| YTD | +8.2% | +16.1% | -7.9% | -1.6% |
| 1Y | +10.0% | +19.9% | -9.9% | -1.8% |
| 3Y | +149.0% | +70.1% | +78.9% | +80.3% |
| 5Y | +131.0% | +89.6% | +41.4% | +53.0% |
| 10Y | +479.1% | +568.4% | -89.4% | +135.3% |
| All | +479.1% | +554.9% | -75.8% | +135.3% |
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 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