+42.2%
MA vs A
+30.8%
+11.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.7% | -1.9% | -0.8% | -2.4% |
| 30D | +1.5% | +6.9% | -5.4% | +0.2% |
| 3M | +20.4% | +9.2% | +11.2% | +18.3% |
| 6M | +11.1% | +25.7% | -14.5% | +6.0% |
| YTD | +2.0% | +11.5% | -9.6% | -0.2% |
| 1Y | -2.2% | +18.4% | -20.5% | -5.6% |
| All | +42.2% | +30.8% | +11.4% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling