+568.4%
MA vs AR
+52.4%
+516.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.5% |
| 7D | +1.8% | -5.8% | +7.6% | +2.3% |
| 30D | +11.8% | +4.8% | +7.0% | +11.2% |
| 3M | +17.2% | +1.5% | +15.7% | +16.7% |
| 6M | +33.4% | +4.7% | +28.7% | +32.3% |
| YTD | +16.1% | +9.2% | +7.0% | +14.3% |
| 1Y | +19.9% | +11.2% | +8.7% | +17.6% |
| 3Y | +70.1% | +46.2% | +23.8% | +59.7% |
| 5Y | +89.6% | +98.1% | -8.4% | +69.4% |
| 10Y | +568.4% | +54.5% | +513.9% | +432.2% |
| All | +568.4% | +52.4% | +516.0% | +432.2% |
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