+1,247.9%
JPM vs MA
+17,922.8%
-16,674.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.0% |
| 7D | +0.4% | -0.3% | +0.8% | +0.7% |
| 30D | +2.7% | +11.3% | -8.6% | -3.6% |
| 3M | -3.8% | +16.7% | -20.5% | -12.3% |
| 6M | +14.3% | +32.8% | -18.5% | -3.8% |
| YTD | +8.2% | +15.6% | -7.4% | -1.8% |
| 1Y | +11.0% | +19.6% | -8.6% | -1.3% |
| 3Y | +152.7% | +72.1% | +80.6% | +80.1% |
| 5Y | +130.8% | +96.0% | +34.8% | +48.3% |
| 10Y | +506.0% | +554.8% | -48.8% | +82.0% |
| All | +1,247.9% | +17,922.8% | -16,674.9% | +15.3% |
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 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