+13,824.2%
MA vs A
+636.8%
+13,187.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -2.7% | -1.9% | -0.8% | -1.8% |
| 30D | +1.5% | +6.9% | -5.4% | -2.1% |
| 3M | +20.4% | +9.2% | +11.2% | +14.3% |
| 6M | +11.1% | +25.7% | -14.5% | -3.4% |
| YTD | +2.0% | +11.5% | -9.6% | -6.1% |
| 1Y | -2.2% | +18.4% | -20.5% | -13.2% |
| 3Y | +41.9% | +26.6% | +15.3% | +15.5% |
| 5Y | +75.4% | -12.8% | +88.2% | +70.4% |
| 10Y | +527.5% | +247.2% | +280.4% | +181.9% |
| All | +13,824.2% | +636.8% | +13,187.4% | +3,692.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling