+21.4%
JPM vs MA
-2.1%
+23.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -0.4% | -3.5% | +3.1% | +0.6% |
| 30D | -1.4% | +0.8% | -2.2% | -1.6% |
| 3M | +13.9% | +14.8% | -0.8% | +8.9% |
| 6M | +23.5% | +10.0% | +13.5% | +19.5% |
| YTD | +11.6% | -0.1% | +11.8% | +12.3% |
| 1Y | +21.4% | -2.2% | +23.6% | +20.9% |
| All | +21.4% | -2.1% | +23.5% | +20.9% |
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