+13,824.1%
MA vs AU
+204.4%
+13,619.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -2.7% | -3.6% | +0.9% | -2.4% |
| 30D | +1.5% | +23.9% | -22.3% | -0.5% |
| 3M | +20.4% | +19.1% | +1.3% | +18.1% |
| 6M | +11.1% | -0.2% | +11.3% | +10.2% |
| YTD | +2.0% | +32.5% | -30.5% | -2.0% |
| 1Y | -2.2% | +96.9% | -99.1% | -9.8% |
| 3Y | +41.9% | +614.7% | -572.8% | +12.9% |
| 5Y | +75.4% | +647.7% | -572.4% | +36.1% |
| 10Y | +527.5% | +679.2% | -151.7% | +357.9% |
| All | +13,824.1% | +204.4% | +13,619.7% | +9,703.0% |
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