+70.1%
MA vs ALM
+830.0%
-759.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +0.5% |
| 7D | +1.8% | -6.3% | +8.1% | +1.8% |
| 30D | +11.8% | -31.4% | +43.3% | +12.1% |
| 3M | +17.2% | -40.6% | +57.7% | +17.5% |
| 6M | +33.4% | -58.6% | +92.0% | +34.2% |
| YTD | +16.1% | -7.6% | +23.8% | +14.0% |
| 1Y | +19.9% | +13.8% | +6.1% | +16.8% |
| 3Y | +70.1% | +842.1% | -772.1% | +60.1% |
| All | +70.1% | +830.0% | -759.9% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling