+554.8%
MA vs B
+183.2%
+371.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.1% |
| 7D | -0.3% | +11.3% | -11.7% | -1.3% |
| 30D | +11.3% | +2.9% | +8.4% | +10.9% |
| 3M | +16.7% | -2.9% | +19.5% | +16.7% |
| 6M | +32.8% | -1.2% | +34.0% | +32.2% |
| YTD | +15.6% | -1.3% | +16.9% | +14.5% |
| 1Y | +19.6% | +30.4% | -10.8% | +14.7% |
| 3Y | +72.1% | +195.3% | -123.2% | +47.8% |
| 5Y | +96.0% | +146.2% | -50.2% | +69.3% |
| 10Y | +554.8% | +200.5% | +354.3% | +460.4% |
| All | +554.8% | +183.2% | +371.5% | +460.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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