+568.4%
MA vs A
+312.5%
+256.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +1.0% |
| 7D | +1.8% | +1.4% | +0.4% | +1.1% |
| 30D | +11.8% | +4.3% | +7.5% | +9.4% |
| 3M | +17.2% | +19.8% | -2.6% | +7.1% |
| 6M | +33.4% | +54.4% | -21.0% | +6.6% |
| YTD | +16.1% | +31.7% | -15.6% | -0.5% |
| 1Y | +19.9% | +22.4% | -2.5% | +6.5% |
| 3Y | +70.1% | +67.7% | +2.4% | +19.8% |
| 5Y | +89.6% | +15.7% | +73.9% | +62.1% |
| 10Y | +568.4% | +308.7% | +259.7% | +163.8% |
| All | +568.4% | +312.5% | +256.0% | +163.8% |
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