+505.6%
MA vs BAX
-36.7%
+542.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.3% | -0.3% |
| 7D | -1.8% | -2.4% | +0.7% | -1.0% |
| 30D | +1.4% | -9.7% | +11.1% | +4.5% |
| 3M | +17.7% | +29.3% | -11.5% | +8.3% |
| 6M | +9.7% | +40.7% | -31.0% | -2.5% |
| YTD | +0.5% | +30.3% | -29.8% | -9.4% |
| 1Y | -2.1% | +3.4% | -5.5% | -5.4% |
| 3Y | +40.1% | -32.0% | +72.1% | +50.3% |
| 5Y | +67.5% | -66.9% | +134.4% | +150.2% |
| 10Y | +505.6% | -37.1% | +542.7% | +588.6% |
| All | +505.6% | -36.7% | +542.3% | +588.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling