+31.0%
MA vs BBY
+83.7%
-52.7%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.0% |
| 7D | -0.5% | +4.0% | -4.5% | -1.0% |
| 30D | +7.9% | +17.6% | -9.7% | +6.5% |
| 3M | +16.8% | +25.9% | -9.1% | +15.0% |
| 6M | +31.0% | +85.1% | -54.1% | +26.9% |
| All | +31.0% | +83.7% | -52.7% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling