+568.4%
MA vs ALM
+2,040.7%
-1,472.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +0.6% |
| 7D | +1.8% | -6.3% | +8.1% | +1.9% |
| 30D | +11.8% | -31.4% | +43.3% | +12.5% |
| 3M | +17.2% | -40.6% | +57.7% | +18.0% |
| 6M | +33.4% | -58.6% | +92.0% | +35.0% |
| YTD | +16.1% | -7.6% | +23.8% | +14.9% |
| 1Y | +19.9% | +13.8% | +6.1% | +17.8% |
| 3Y | +70.1% | +842.1% | -772.1% | +56.6% |
| 5Y | +89.6% | +407.4% | -317.8% | +75.8% |
| 10Y | +568.4% | +2,079.4% | -1,511.0% | +487.8% |
| All | +568.4% | +2,040.7% | -1,472.3% | +487.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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