+86.4%
MA vs AUR
-57.9%
+144.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | +1.3% | -4.5% | +5.8% | +1.5% |
| 30D | +9.6% | -16.6% | +26.2% | +10.5% |
| 3M | +16.8% | -38.5% | +55.2% | +19.5% |
| 6M | +35.2% | -49.9% | +85.1% | +39.7% |
| YTD | +16.6% | +9.6% | +6.9% | +13.7% |
| 1Y | +19.8% | +1.2% | +18.6% | +17.4% |
| 3Y | +70.7% | +128.8% | -58.1% | +49.8% |
| 5Y | +87.4% | -57.9% | +145.3% | +73.3% |
| All | +86.4% | -57.9% | +144.3% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling