+15,808.0%
MA vs BG
+169.0%
+15,638.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -1.8% | +3.4% | -5.1% | -2.8% |
| 30D | +11.0% | -3.8% | +14.8% | +12.1% |
| 3M | +17.9% | -9.6% | +27.4% | +20.7% |
| 6M | +33.2% | -19.5% | +52.7% | +40.4% |
| YTD | +16.5% | +14.6% | +1.9% | +9.1% |
| 1Y | +19.1% | +6.6% | +12.5% | +14.0% |
| 3Y | +70.6% | +4.7% | +65.9% | +59.6% |
| 5Y | +92.1% | +22.1% | +70.1% | +65.8% |
| 10Y | +569.6% | +109.2% | +460.4% | +342.3% |
| All | +15,808.0% | +169.0% | +15,638.9% | +7,920.4% |
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