+88.5%
MA vs AR
+99.4%
-10.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.3% | +7.4% | -6.1% | +0.5% |
| 30D | +9.6% | +5.8% | +3.8% | +8.7% |
| 3M | +16.8% | +5.2% | +11.6% | +15.8% |
| 6M | +35.2% | +5.4% | +29.7% | +33.7% |
| YTD | +16.6% | +12.4% | +4.1% | +13.8% |
| 1Y | +19.8% | +12.8% | +7.0% | +16.7% |
| 3Y | +70.7% | +47.2% | +23.5% | +56.5% |
| All | +88.5% | +99.4% | -10.9% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling