+68.5%
MA vs A
+63.6%
+4.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +7.9% | +0.8% | +7.1% | +7.7% |
| 3M | +16.8% | +16.9% | -0.1% | +13.4% |
| 6M | +31.0% | +53.8% | -22.8% | +20.3% |
| YTD | +15.0% | +28.1% | -13.1% | +9.9% |
| 1Y | +17.0% | +15.0% | +2.0% | +14.6% |
| All | +68.5% | +63.6% | +4.9% | +50.0% |
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