+32.4%
MA vs AR
-7.2%
+39.6%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.6% |
| 7D | +3.2% | -11.7% | +14.9% | +2.7% |
| 30D | +15.9% | +1.8% | +14.1% | +14.9% |
| 3M | +15.2% | +6.0% | +9.2% | +14.2% |
| 6M | +32.4% | -7.0% | +39.4% | +32.4% |
| All | +32.4% | -7.2% | +39.6% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling