+554.8%
MA vs BAX
-35.6%
+590.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | -0.3% | +9.0% | -9.4% | -2.9% |
| 30D | +11.3% | +8.5% | +2.9% | +8.3% |
| 3M | +16.7% | -4.1% | +20.8% | +17.6% |
| 6M | +32.8% | +46.9% | -14.2% | +16.9% |
| YTD | +15.6% | +38.4% | -22.8% | +1.9% |
| 1Y | +19.6% | +47.0% | -27.4% | +3.2% |
| 3Y | +72.1% | -14.9% | +87.0% | +69.1% |
| 5Y | +96.0% | -62.5% | +158.6% | +177.5% |
| 10Y | +554.8% | -33.9% | +588.7% | +655.2% |
| All | +554.8% | -35.6% | +590.4% | +655.2% |
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