+10.0%
JPM vs MA
+20.1%
-10.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.2% | +1.8% | -0.6% | +0.7% |
| 30D | +2.7% | +11.8% | -9.1% | -0.9% |
| 3M | -4.5% | +17.2% | -21.6% | -9.3% |
| 6M | +14.3% | +33.4% | -19.1% | +3.3% |
| YTD | +8.2% | +16.1% | -7.9% | +5.3% |
| 1Y | +10.0% | +19.9% | -9.9% | +5.1% |
| All | +10.0% | +20.1% | -10.0% | +5.1% |
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