+11.1%
MA vs AXON
-10.0%
+21.2%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.8% |
| 7D | -2.7% | -14.2% | +11.5% | -1.6% |
| 30D | +1.5% | -15.4% | +16.9% | +2.7% |
| 3M | +20.4% | +0.5% | +19.9% | +18.6% |
| 6M | +11.1% | -9.5% | +20.6% | +8.9% |
| All | +11.1% | -10.0% | +21.2% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling