+985.0%
MA vs ALM
+7,705.7%
-6,720.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | -2.7% | -2.6% | -0.1% | -2.7% |
| 30D | +1.5% | +32.0% | -30.5% | +1.5% |
| 3M | +20.4% | -15.0% | +35.5% | +20.4% |
| 6M | +11.1% | -10.1% | +21.3% | +11.1% |
| YTD | +2.0% | +99.4% | -97.5% | +1.7% |
| 1Y | -2.2% | +316.4% | -318.5% | -2.6% |
| 3Y | +41.9% | +2,022.0% | -1,980.1% | +40.6% |
| 5Y | +75.4% | +941.2% | -865.8% | +73.9% |
| 10Y | +527.5% | +2,950.3% | -2,422.8% | +520.3% |
| All | +985.0% | +7,705.7% | -6,720.7% | +963.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling