+33.1%
MA vs ALL
+17.5%
+15.7%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.1% |
| 7D | +2.3% | -1.9% | +4.2% | +3.0% |
| 30D | +14.7% | +13.8% | +0.9% | +10.3% |
| 3M | +13.5% | -7.0% | +20.5% | +15.4% |
| 6M | +33.1% | +18.0% | +15.1% | +27.7% |
| All | +33.1% | +17.5% | +15.7% | +27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling