+22.5%
MA vs AU
+42.5%
-20.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.0% | -4.0% | +4.0% |
| 7D | +10.2% | +0.8% | +9.5% | +10.1% |
| 30D | +19.3% | -7.0% | +26.3% | +19.1% |
| 3M | +18.0% | +8.5% | +9.4% | +18.1% |
| 6M | +33.7% | -1.3% | +35.0% | +33.7% |
| YTD | +18.6% | +6.8% | +11.8% | +15.4% |
| 1Y | +22.5% | +44.6% | -22.1% | +16.6% |
| All | +22.5% | +42.5% | -20.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling