+1,306.1%
JPM vs MA
+15,793.6%
-14,487.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | +0.3% | -2.7% | +3.0% | +1.9% |
| 30D | -0.2% | +1.5% | -1.7% | -1.2% |
| 3M | +15.9% | +20.4% | -4.6% | +3.5% |
| 6M | +20.9% | +11.1% | +9.8% | +12.6% |
| YTD | +12.9% | +2.0% | +10.9% | +10.4% |
| 1Y | +20.3% | -2.2% | +22.5% | +20.2% |
| 3Y | +160.9% | +41.9% | +119.1% | +108.0% |
| 5Y | +154.8% | +75.4% | +79.5% | +74.2% |
| 10Y | +591.1% | +527.5% | +63.5% | +112.7% |
| All | +1,306.1% | +15,793.6% | -14,487.5% | +29.5% |
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