+553.1%
MA vs AXP
+449.9%
+103.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | +14.7% | +5.8% | +8.8% | +11.1% |
| 3M | +13.5% | -6.0% | +19.5% | +17.4% |
| 6M | +33.1% | +0.3% | +32.8% | +32.3% |
| YTD | +15.1% | -12.3% | +27.3% | +22.4% |
| 1Y | +18.7% | -11.2% | +30.0% | +25.3% |
| 3Y | +72.1% | +117.0% | -45.0% | +3.8% |
| 5Y | +92.8% | +93.2% | -0.4% | +21.1% |
| All | +553.1% | +449.9% | +103.1% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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