+514.4%
MA vs BAX
-34.3%
+548.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | +1.5% | -5.5% | +7.0% | +3.2% |
| 3M | +20.4% | +33.5% | -13.1% | +9.7% |
| 6M | +11.1% | +35.9% | -24.7% | 0.0% |
| YTD | +2.0% | +35.4% | -33.4% | -9.1% |
| 1Y | -2.2% | +9.8% | -11.9% | -7.3% |
| 3Y | +41.9% | -32.7% | +74.6% | +53.8% |
| 5Y | +75.4% | -65.6% | +140.9% | +158.8% |
| All | +514.4% | -34.3% | +548.7% | +590.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling