+92.3%
MA vs AA
-15.4%
+107.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | +2.3% | +0.9% | +1.4% | +2.2% |
| 30D | +14.7% | -6.7% | +21.4% | +15.5% |
| 3M | +13.5% | -16.3% | +29.8% | +15.3% |
| 6M | +33.1% | -37.1% | +70.2% | +38.8% |
| YTD | +15.1% | -25.0% | +40.1% | +16.1% |
| 1Y | +18.7% | +8.6% | +10.1% | +13.5% |
| 3Y | +72.1% | +57.2% | +14.8% | +48.7% |
| All | +92.3% | -15.4% | +107.7% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling