+93.7%
MA vs AXON
+105.6%
-11.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.8% | +7.3% | -1.2% |
| 7D | +3.2% | -12.7% | +15.8% | +5.0% |
| 30D | +15.9% | -8.6% | +24.6% | +17.2% |
| 3M | +15.2% | -37.2% | +52.4% | +21.7% |
| 6M | +32.4% | +0.5% | +31.9% | +29.6% |
| YTD | +15.6% | -32.6% | +48.3% | +18.9% |
| 1Y | +19.3% | -40.2% | +59.5% | +24.9% |
| 3Y | +73.0% | +76.1% | -3.1% | +37.6% |
| 5Y | +93.7% | +109.5% | -15.7% | +28.9% |
| All | +93.7% | +105.6% | -11.8% | +28.9% |
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