+499.0%
MA vs BKR
+126.6%
+372.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | +1.4% |
| 7D | -3.5% | -6.7% | +3.2% | -1.8% |
| 30D | +0.7% | -8.3% | +9.0% | +2.9% |
| 3M | +15.8% | -5.4% | +21.2% | +17.0% |
| 6M | +10.2% | +0.8% | +9.4% | +8.6% |
| YTD | -0.5% | +31.8% | -32.3% | -9.3% |
| 1Y | -1.8% | +28.6% | -30.4% | -10.4% |
| 3Y | +38.7% | +71.2% | -32.5% | +14.0% |
| 5Y | +67.6% | +179.2% | -111.6% | +13.6% |
| All | +499.0% | +126.6% | +372.4% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 10y: compounded portfolio wealth divided by compounded BKR 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…
10y analysis · Full analysis span regression · 6 months rolling