+67.5%
MA vs BG
+84.8%
-17.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.9% |
| 7D | -1.8% | +2.4% | -4.1% | -2.0% |
| 30D | +1.4% | +15.0% | -13.6% | -0.2% |
| 3M | +17.7% | -0.7% | +18.4% | +17.7% |
| 6M | +9.7% | +7.5% | +2.2% | +8.2% |
| YTD | +0.5% | +41.6% | -41.1% | -5.1% |
| 1Y | -2.1% | +50.7% | -52.7% | -8.6% |
| 3Y | +40.1% | +20.3% | +19.8% | +34.6% |
| 5Y | +67.5% | +85.2% | -17.7% | +43.9% |
| All | +67.5% | +84.8% | -17.2% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling