+503.0%
MA vs AU
+699.0%
-196.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.7% | -4.3% | +2.5% | -1.5% |
| 30D | +1.7% | +7.3% | -5.6% | +1.3% |
| 3M | +17.2% | +26.3% | -9.1% | +15.8% |
| 6M | +13.3% | +1.8% | +11.6% | +12.8% |
| YTD | +0.2% | +26.8% | -26.6% | -1.7% |
| 1Y | -2.7% | +66.7% | -69.4% | -6.2% |
| 3Y | +39.1% | +579.1% | -540.0% | +22.2% |
| 5Y | +68.8% | +689.3% | -620.6% | +44.9% |
| All | +503.0% | +699.0% | -196.0% | +437.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling