+19.4%
MA vs A
+23.5%
-4.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.3% |
| 7D | -0.3% | +4.8% | -5.1% | -0.6% |
| 30D | +11.3% | +5.6% | +5.7% | +11.0% |
| 3M | +16.7% | +23.6% | -6.9% | +15.2% |
| 6M | +32.8% | +56.4% | -23.6% | +28.5% |
| YTD | +15.6% | +33.4% | -17.8% | +16.9% |
| All | +19.4% | +23.5% | -4.2% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling