+593.1%
MA vs ALL
+377.9%
+215.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.1% |
| 7D | +1.3% | +5.0% | -3.7% | -1.1% |
| 30D | +9.6% | +13.3% | -3.7% | +3.1% |
| 3M | +16.8% | +3.2% | +13.6% | +14.8% |
| 6M | +35.2% | +25.3% | +9.8% | +20.3% |
| YTD | +16.6% | +30.5% | -13.9% | +1.3% |
| 1Y | +19.8% | +29.2% | -9.4% | +4.5% |
| 3Y | +70.7% | +119.1% | -48.4% | +11.4% |
| 5Y | +87.4% | +162.6% | -75.2% | +5.0% |
| All | +593.1% | +377.9% | +215.2% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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