+584.1%
MA vs AXON
+1,027.4%
-443.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | -0.5% | -19.7% | +19.2% | +2.9% |
| 30D | +7.9% | -25.7% | +33.6% | +12.9% |
| 3M | +16.8% | -48.8% | +65.6% | +29.6% |
| 6M | +31.0% | -22.0% | +53.0% | +33.1% |
| YTD | +15.0% | -45.9% | +61.0% | +23.2% |
| 1Y | +17.0% | -46.1% | +63.1% | +25.3% |
| 3Y | +68.5% | +40.9% | +27.5% | +40.4% |
| 5Y | +85.0% | +80.2% | +4.8% | +40.1% |
| All | +584.1% | +1,027.4% | -443.3% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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