+92.1%
MA vs BBY
+1.1%
+91.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.8% | +3.7% | -5.5% | -2.6% |
| 30D | +11.0% | +20.9% | -9.9% | +6.5% |
| 3M | +17.9% | +27.6% | -9.7% | +11.4% |
| 6M | +33.2% | +86.9% | -53.7% | +14.8% |
| YTD | +16.5% | +63.3% | -46.8% | +3.1% |
| 1Y | +19.1% | +42.6% | -23.5% | +8.9% |
| 3Y | +70.6% | +89.8% | -19.2% | +38.5% |
| 5Y | +92.1% | -0.1% | +92.2% | +64.1% |
| All | +92.1% | +1.1% | +91.0% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling