+499.0%
MA vs BG
+171.4%
+327.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.5% | +3.7% | -7.2% | -4.3% |
| 30D | +0.7% | +12.3% | -11.6% | -2.0% |
| 3M | +15.8% | -2.2% | +18.0% | +15.9% |
| 6M | +10.2% | +5.3% | +4.9% | +8.0% |
| YTD | -0.5% | +42.4% | -42.9% | -9.7% |
| 1Y | -1.8% | +55.2% | -57.0% | -13.2% |
| 3Y | +38.7% | +21.0% | +17.8% | +28.5% |
| 5Y | +67.6% | +87.1% | -19.5% | +32.6% |
| All | +499.0% | +171.4% | +327.5% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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