+459.5%
JPM vs MA
+558.8%
-99.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +3.4% | +7.9% | -4.5% | -1.0% |
| 3M | -5.7% | +16.8% | -22.4% | -13.7% |
| 6M | +13.5% | +31.0% | -17.5% | -3.2% |
| YTD | +8.4% | +15.0% | -6.6% | -0.9% |
| 1Y | +9.1% | +17.0% | -8.0% | -1.4% |
| 3Y | +149.5% | +68.5% | +81.0% | +81.3% |
| 5Y | +132.6% | +85.0% | +47.6% | +56.0% |
| All | +459.5% | +558.8% | -99.3% | +112.7% |
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