+584.1%
MA vs A
+300.7%
+283.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | +7.9% | +0.8% | +7.1% | +7.2% |
| 3M | +16.8% | +16.9% | -0.1% | +7.9% |
| 6M | +31.0% | +53.8% | -22.8% | +4.8% |
| YTD | +15.0% | +28.1% | -13.1% | -0.1% |
| 1Y | +17.0% | +15.0% | +2.0% | +7.1% |
| 3Y | +68.5% | +63.1% | +5.4% | +20.2% |
| 5Y | +85.0% | +11.5% | +73.5% | +61.2% |
| All | +584.1% | +300.7% | +283.4% | +172.6% |
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