+505.6%
MA vs AA
+121.7%
+383.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -2.1% |
| 7D | -1.8% | +1.7% | -3.4% | -2.1% |
| 30D | +1.4% | +3.3% | -1.9% | +0.6% |
| 3M | +17.7% | -29.4% | +47.2% | +24.3% |
| 6M | +9.7% | -12.8% | +22.5% | +10.0% |
| YTD | +0.5% | -2.1% | +2.6% | -2.0% |
| 1Y | -2.1% | +62.8% | -64.8% | -14.4% |
| 3Y | +40.1% | +90.5% | -50.4% | +12.0% |
| 5Y | +67.5% | +19.1% | +48.4% | +37.4% |
| 10Y | +505.6% | +124.8% | +380.8% | +238.5% |
| All | +505.6% | +121.7% | +383.9% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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