+568.4%
MA vs ALL
+372.0%
+196.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.9% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +11.8% | +13.8% | -2.0% | +5.1% |
| 3M | +17.2% | -2.8% | +19.9% | +18.4% |
| 6M | +33.4% | +23.7% | +9.7% | +19.5% |
| YTD | +16.1% | +27.3% | -11.1% | +2.2% |
| 1Y | +19.9% | +30.5% | -10.6% | +4.1% |
| 3Y | +70.1% | +113.0% | -42.9% | +12.7% |
| 5Y | +89.6% | +157.6% | -67.9% | +7.3% |
| 10Y | +568.4% | +368.4% | +200.1% | +213.1% |
| All | +568.4% | +372.0% | +196.5% | +213.1% |
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