+503.0%
MA vs BBY
+252.7%
+250.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +1.7% | +9.4% | -7.7% | -1.0% |
| 3M | +17.2% | +19.3% | -2.1% | +11.0% |
| 6M | +13.3% | +47.9% | -34.6% | +0.1% |
| YTD | +0.2% | +39.6% | -39.4% | -10.3% |
| 1Y | -2.7% | +22.2% | -24.9% | -9.9% |
| 3Y | +39.1% | +45.0% | -5.9% | +17.2% |
| 5Y | +68.8% | +2.6% | +66.2% | +52.8% |
| All | +503.0% | +252.7% | +250.3% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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