+554.8%
MA vs ALL
+367.3%
+187.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.3% | -3.9% | +3.5% | +1.5% |
| 30D | +11.3% | +10.6% | +0.7% | +6.0% |
| 3M | +16.7% | -4.6% | +21.2% | +19.0% |
| 6M | +32.8% | +20.2% | +12.6% | +20.6% |
| YTD | +15.6% | +23.7% | -8.1% | +3.2% |
| 1Y | +19.6% | +27.9% | -8.3% | +4.9% |
| 3Y | +72.1% | +109.2% | -37.1% | +15.1% |
| 5Y | +96.0% | +148.0% | -51.9% | +13.3% |
| 10Y | +554.8% | +363.8% | +191.0% | +219.6% |
| All | +554.8% | +367.3% | +187.4% | +219.6% |
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