+553.1%
MA vs ALM
+2,022.9%
-1,469.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.5% |
| 7D | +2.3% | -6.7% | +9.0% | +2.4% |
| 30D | +14.7% | -32.9% | +47.6% | +15.4% |
| 3M | +13.5% | -39.5% | +53.0% | +14.3% |
| 6M | +33.1% | -62.0% | +95.1% | +35.0% |
| YTD | +15.1% | -7.8% | +22.9% | +13.8% |
| 1Y | +18.7% | +26.7% | -7.9% | +16.3% |
| 3Y | +72.1% | +825.4% | -753.3% | +58.4% |
| 5Y | +92.8% | +401.2% | -308.4% | +78.6% |
| All | +553.1% | +2,022.9% | -1,469.8% | +469.2% |
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