+14.0%
JPM vs MA
+18.9%
-4.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +3.5% | +1.3% | +2.2% | +3.0% |
| 30D | +3.3% | +9.6% | -6.4% | +0.3% |
| 3M | -4.2% | +16.8% | -21.0% | -8.8% |
| 6M | +16.4% | +35.2% | -18.8% | +4.9% |
| YTD | +9.5% | +16.6% | -7.1% | +6.4% |
| 1Y | +14.0% | +19.8% | -5.8% | +9.3% |
| All | +14.0% | +18.9% | -4.8% | +9.3% |
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 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