-1.8%
MA vs AU
+73.4%
-75.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.5% |
| 7D | -3.5% | -7.0% | +3.5% | -3.6% |
| 30D | +0.7% | +7.3% | -6.6% | +1.0% |
| 3M | +15.8% | +33.2% | -17.4% | +16.9% |
| 6M | +10.2% | -0.6% | +10.8% | +10.5% |
| YTD | -0.5% | +26.2% | -26.6% | -0.7% |
| 1Y | -1.8% | +68.3% | -70.1% | -0.7% |
| All | -1.8% | +73.4% | -75.2% | -0.7% |
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