+60.2%
MA vs AUR
-35.7%
+95.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | +1.7% | -6.4% | +8.1% | +1.9% |
| 3M | +17.2% | +7.7% | +9.5% | +16.2% |
| 6M | +13.3% | +44.5% | -31.2% | +9.6% |
| YTD | +0.2% | +67.4% | -67.3% | -4.3% |
| 1Y | -2.7% | +15.4% | -18.2% | -5.0% |
| 3Y | +39.1% | +94.8% | -55.8% | +24.6% |
| 5Y | +68.8% | -35.1% | +103.9% | +50.1% |
| All | +60.2% | -35.7% | +95.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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