+19.4%
MA vs B
+24.4%
-5.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.5% |
| 7D | -0.3% | +11.3% | -11.7% | -0.4% |
| 30D | +11.3% | +2.9% | +8.4% | +11.1% |
| 3M | +16.7% | -2.9% | +19.5% | +16.4% |
| 6M | +32.8% | -1.2% | +34.0% | +32.6% |
| YTD | +15.6% | -1.3% | +16.9% | +14.5% |
| All | +19.4% | +24.4% | -5.0% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling