+1,218.0%
JPM vs MA
+17,837.3%
-16,619.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | -0.8% | +2.3% | -3.1% | -2.0% |
| 30D | +1.5% | +14.7% | -13.2% | -6.4% |
| 3M | -5.7% | +13.5% | -19.2% | -12.6% |
| 6M | +7.2% | +33.1% | -25.9% | -9.9% |
| YTD | +5.8% | +15.1% | -9.3% | -3.7% |
| 1Y | +8.8% | +18.7% | -9.9% | -2.9% |
| 3Y | +147.4% | +72.1% | +75.3% | +76.3% |
| 5Y | +125.3% | +92.8% | +32.5% | +46.2% |
| 10Y | +540.5% | +571.6% | -31.1% | +89.5% |
| All | +1,218.0% | +17,837.3% | -16,619.3% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling