+38.6%
MA vs AUR
+86.2%
-47.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.5% | +11.1% | -14.6% | -4.0% |
| 30D | +0.8% | -6.9% | +7.6% | +1.0% |
| 3M | +14.8% | +5.5% | +9.3% | +14.2% |
| 6M | +10.0% | +41.0% | -31.0% | +7.1% |
| YTD | -0.1% | +69.3% | -69.4% | -3.8% |
| 1Y | -2.2% | +14.0% | -16.3% | -4.1% |
| All | +38.6% | +86.2% | -47.6% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling