+15,692.2%
MA vs B
+84.7%
+15,607.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +3.2% | +4.3% | -1.1% | +2.8% |
| 30D | +15.9% | -0.9% | +16.9% | +16.0% |
| 3M | +15.2% | -1.4% | +16.5% | +15.0% |
| 6M | +32.4% | +5.0% | +27.4% | +31.0% |
| YTD | +15.6% | -5.8% | +21.5% | +15.1% |
| 1Y | +19.3% | +25.6% | -6.3% | +15.3% |
| 3Y | +73.0% | +161.6% | -88.6% | +53.4% |
| 5Y | +93.7% | +135.2% | -41.5% | +71.9% |
| 10Y | +575.0% | +170.7% | +404.2% | +478.3% |
| All | +15,692.2% | +84.7% | +15,607.4% | +10,867.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling