+553.1%
MA vs B
+183.2%
+369.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +2.3% | +9.6% | -7.3% | +1.4% |
| 30D | +14.7% | +3.5% | +11.1% | +14.2% |
| 3M | +13.5% | -1.6% | +15.1% | +13.4% |
| 6M | +33.1% | -1.7% | +34.8% | +32.6% |
| YTD | +15.1% | -5.3% | +20.4% | +14.4% |
| 1Y | +18.7% | +27.2% | -8.5% | +14.2% |
| 3Y | +72.1% | +166.1% | -94.0% | +49.5% |
| 5Y | +92.8% | +136.5% | -43.7% | +67.1% |
| All | +553.1% | +183.2% | +369.8% | +460.1% |
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