+822.7%
MA vs AR
-27.2%
+850.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | +1.5% | +14.8% | -13.3% | +0.1% |
| 3M | +20.4% | +6.2% | +14.2% | +19.5% |
| 6M | +11.1% | +4.3% | +6.9% | +10.3% |
| YTD | +2.0% | +14.4% | -12.4% | 0.0% |
| 1Y | -2.2% | +21.3% | -23.5% | -4.9% |
| 3Y | +41.9% | +39.8% | +2.1% | +33.8% |
| 5Y | +75.4% | +142.1% | -66.7% | +53.2% |
| 10Y | +527.5% | +52.0% | +475.5% | +398.8% |
| All | +822.7% | -27.2% | +850.0% | +686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling