+13,824.2%
MA vs ALL
+664.6%
+13,159.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.5% | -1.5% | +3.0% | +2.2% |
| 3M | +20.4% | +23.6% | -3.2% | +8.2% |
| 6M | +11.1% | +22.3% | -11.2% | +0.1% |
| YTD | +2.0% | +26.5% | -24.6% | -9.9% |
| 1Y | -2.2% | +27.0% | -29.2% | -13.9% |
| 3Y | +41.9% | +149.6% | -107.7% | -12.3% |
| 5Y | +75.4% | +118.1% | -42.7% | +11.7% |
| 10Y | +527.5% | +369.0% | +158.6% | +168.0% |
| All | +13,824.2% | +664.6% | +13,159.5% | +4,567.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling