+92.3%
MA vs BAX
-63.7%
+156.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.3% | +12.1% | -9.8% | +0.4% |
| 30D | +14.7% | +7.6% | +7.1% | +13.1% |
| 3M | +13.5% | -4.5% | +18.0% | +14.1% |
| 6M | +33.1% | +52.0% | -18.9% | +23.8% |
| YTD | +15.1% | +35.1% | -20.1% | +8.3% |
| 1Y | +18.7% | +43.7% | -25.0% | +10.5% |
| 3Y | +72.1% | -20.9% | +93.0% | +73.6% |
| All | +92.3% | -63.7% | +156.0% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling