+96.0%
MA vs AXON
+71.5%
+24.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.9% |
| 7D | -0.3% | -28.7% | +28.4% | +3.9% |
| 30D | +11.3% | -28.3% | +39.6% | +15.9% |
| 3M | +16.7% | -46.9% | +63.6% | +25.9% |
| 6M | +32.8% | -24.9% | +57.7% | +34.9% |
| YTD | +15.6% | -46.6% | +62.2% | +22.3% |
| 1Y | +19.6% | -49.7% | +69.3% | +27.6% |
| 3Y | +72.1% | +40.6% | +31.5% | +40.6% |
| 5Y | +96.0% | +71.9% | +24.2% | +35.1% |
| All | +96.0% | +71.5% | +24.5% | +35.1% |
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