+15,808.0%
MA vs AU
+156.8%
+15,651.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -1.8% | +4.7% | -6.4% | -2.2% |
| 30D | +11.0% | -1.5% | +12.6% | +11.0% |
| 3M | +17.9% | -5.0% | +22.9% | +18.0% |
| 6M | +33.2% | -13.5% | +46.7% | +33.8% |
| YTD | +16.5% | +11.7% | +4.8% | +13.4% |
| 1Y | +19.1% | +21.3% | -2.2% | +14.9% |
| 3Y | +70.6% | +545.0% | -474.4% | +37.0% |
| 5Y | +92.1% | +412.0% | -319.8% | +54.3% |
| 10Y | +569.6% | +899.1% | -329.5% | +372.1% |
| All | +15,808.0% | +156.8% | +15,651.2% | +11,239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling