+67.6%
MA vs AUR
-36.2%
+103.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | -3.5% | +0.2% | -3.6% | -3.5% |
| 30D | +0.7% | -8.9% | +9.6% | +1.1% |
| 3M | +15.8% | +4.6% | +11.2% | +15.0% |
| 6M | +10.2% | +44.9% | -34.6% | +6.5% |
| YTD | -0.5% | +64.8% | -65.3% | -4.8% |
| 1Y | -1.8% | +16.4% | -18.2% | -4.2% |
| 3Y | +38.7% | +85.1% | -46.3% | +24.8% |
| 5Y | +67.6% | -36.1% | +103.8% | +47.6% |
| All | +67.6% | -36.2% | +103.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling