+89.6%
MA vs BG
+22.7%
+66.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +1.8% | +5.0% | -3.2% | +1.3% |
| 30D | +11.8% | -3.2% | +15.1% | +12.2% |
| 3M | +17.2% | -11.2% | +28.4% | +18.4% |
| 6M | +33.4% | -19.4% | +52.8% | +36.2% |
| YTD | +16.1% | +13.6% | +2.5% | +12.0% |
| 1Y | +19.9% | +7.3% | +12.7% | +16.7% |
| 3Y | +70.1% | +3.8% | +66.3% | +64.2% |
| 5Y | +89.6% | +23.2% | +66.5% | +58.7% |
| All | +89.6% | +22.7% | +66.9% | +58.7% |
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