+569.6%
MA vs AR
+58.9%
+510.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | +0.1% |
| 7D | -1.8% | +2.1% | -3.9% | -2.0% |
| 30D | +11.0% | +4.5% | +6.5% | +10.4% |
| 3M | +17.9% | +1.0% | +16.9% | +17.5% |
| 6M | +33.2% | +4.4% | +28.7% | +32.1% |
| YTD | +16.5% | +10.9% | +5.6% | +14.4% |
| 1Y | +19.1% | +8.6% | +10.5% | +17.1% |
| 3Y | +70.6% | +48.5% | +22.1% | +59.9% |
| 5Y | +92.1% | +95.7% | -3.6% | +71.8% |
| 10Y | +569.6% | +55.5% | +514.1% | +430.1% |
| All | +569.6% | +58.9% | +510.6% | +430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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