+92.3%
MA vs AXON
+71.5%
+20.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.2% | +17.7% | +1.9% |
| 7D | +2.3% | -26.8% | +29.1% | +6.3% |
| 30D | +14.7% | -22.9% | +37.6% | +18.3% |
| 3M | +13.5% | -40.1% | +53.6% | +20.4% |
| 6M | +33.1% | -18.9% | +52.0% | +33.7% |
| YTD | +15.1% | -44.9% | +60.0% | +21.2% |
| 1Y | +18.7% | -46.7% | +65.4% | +25.6% |
| 3Y | +72.1% | +44.3% | +27.7% | +40.0% |
| All | +92.3% | +71.5% | +20.8% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling