+70.7%
MA vs BAX
-18.0%
+88.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +9.6% | +4.1% | +5.5% | +8.9% |
| 3M | +16.8% | -4.5% | +21.3% | +17.3% |
| 6M | +35.2% | +49.2% | -14.0% | +27.9% |
| YTD | +16.6% | +35.2% | -18.7% | +11.1% |
| 1Y | +19.8% | +38.3% | -18.5% | +13.8% |
| 3Y | +70.7% | -19.0% | +89.7% | +74.5% |
| All | +70.7% | -18.0% | +88.7% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling