+15,612.2%
MA vs BG
+168.2%
+15,444.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | +7.9% | -7.0% | +15.0% | +10.1% |
| 3M | +16.8% | -10.0% | +26.7% | +19.8% |
| 6M | +31.0% | -19.8% | +50.8% | +38.3% |
| YTD | +15.0% | +14.3% | +0.8% | +7.8% |
| 1Y | +17.0% | +6.5% | +10.5% | +12.1% |
| 3Y | +68.5% | +4.4% | +64.1% | +57.8% |
| 5Y | +85.0% | +20.2% | +64.8% | +60.4% |
| 10Y | +561.3% | +108.5% | +452.8% | +337.3% |
| All | +15,612.2% | +168.2% | +15,444.0% | +7,828.9% |
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 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