+70.1%
MA vs ALL
+114.3%
-44.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.6% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +11.8% | +13.8% | -2.0% | +6.8% |
| 3M | +17.2% | -2.8% | +19.9% | +18.1% |
| 6M | +33.4% | +23.7% | +9.7% | +23.1% |
| YTD | +16.1% | +27.3% | -11.1% | +5.7% |
| 1Y | +19.9% | +30.5% | -10.6% | +8.1% |
| 3Y | +70.1% | +113.0% | -42.9% | +41.9% |
| All | +70.1% | +114.3% | -44.3% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling