+85.0%
MA vs ALM
+387.9%
-303.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.2% |
| 7D | -0.5% | -4.0% | +3.5% | -0.5% |
| 30D | +7.9% | -30.5% | +38.4% | +8.2% |
| 3M | +16.8% | -46.9% | +63.7% | +17.3% |
| 6M | +31.0% | -65.5% | +96.5% | +32.2% |
| YTD | +15.0% | -13.4% | +28.4% | +13.6% |
| 1Y | +17.0% | +9.8% | +7.2% | +14.8% |
| 3Y | +68.5% | +783.1% | -714.6% | +57.9% |
| 5Y | +85.0% | +378.3% | -293.3% | +72.5% |
| All | +85.0% | +387.9% | -303.0% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling