+13,824.2%
MA vs BB
-64.5%
+13,888.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | -5.6% | +2.9% | -1.8% |
| 30D | +1.5% | -11.8% | +13.3% | +3.3% |
| 3M | +20.4% | -25.5% | +46.0% | +24.3% |
| 6M | +11.1% | +121.3% | -110.1% | -5.4% |
| YTD | +2.0% | +103.2% | -101.2% | -12.1% |
| 1Y | -2.2% | +102.6% | -104.8% | -16.3% |
| 3Y | +41.9% | +37.5% | +4.4% | +22.3% |
| 5Y | +75.4% | -30.4% | +105.8% | +64.3% |
| 10Y | +527.5% | 0.0% | +527.5% | +340.8% |
| All | +13,824.2% | -64.5% | +13,888.6% | +11,290.9% |
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