+593.1%
MA vs A
+302.9%
+290.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | +9.6% | 0.0% | +9.6% | +9.3% |
| 3M | +16.8% | +16.7% | +0.1% | +8.0% |
| 6M | +35.2% | +54.8% | -19.6% | +7.8% |
| YTD | +16.6% | +28.8% | -12.2% | +0.9% |
| 1Y | +19.8% | +19.3% | +0.5% | +7.7% |
| 3Y | +70.7% | +65.5% | +5.2% | +20.9% |
| 5Y | +87.4% | +12.1% | +75.3% | +62.9% |
| All | +593.1% | +302.9% | +290.2% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling