+15,612.2%
MA vs BB
-57.9%
+15,670.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.7% | -0.8% |
| 7D | -0.5% | +9.0% | -9.5% | -1.9% |
| 30D | +7.9% | +7.7% | +0.2% | +6.1% |
| 3M | +16.8% | +4.0% | +12.8% | +14.8% |
| 6M | +31.0% | +46.6% | -15.6% | +19.3% |
| YTD | +15.0% | +140.6% | -125.6% | -4.2% |
| 1Y | +17.0% | +103.1% | -86.1% | -0.1% |
| 3Y | +68.5% | +150.5% | -82.1% | +30.8% |
| 5Y | +85.0% | -15.4% | +100.4% | +67.4% |
| 10Y | +561.3% | +25.4% | +535.9% | +343.7% |
| All | +15,612.2% | -57.9% | +15,670.1% | +12,306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling