+13,824.1%
MA vs BG
+218.5%
+13,605.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.7% | +2.8% | -5.5% | -3.6% |
| 30D | +1.5% | +12.0% | -10.5% | -2.1% |
| 3M | +20.4% | -7.7% | +28.1% | +22.5% |
| 6M | +11.1% | +4.5% | +6.6% | +8.3% |
| YTD | +2.0% | +35.7% | -33.7% | -8.8% |
| 1Y | -2.2% | +50.1% | -52.2% | -15.9% |
| 3Y | +41.9% | +12.6% | +29.3% | +30.5% |
| 5Y | +75.4% | +75.4% | -0.1% | +34.8% |
| 10Y | +527.5% | +150.5% | +377.1% | +292.6% |
| All | +13,824.1% | +218.5% | +13,605.7% | +6,602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling