+67.6%
MA vs BKR
+179.4%
-111.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | +0.7% |
| 7D | -3.5% | -6.7% | +3.2% | -2.4% |
| 30D | +0.7% | -8.3% | +9.0% | +2.1% |
| 3M | +15.8% | -5.4% | +21.2% | +16.6% |
| 6M | +10.2% | +0.8% | +9.4% | +9.2% |
| YTD | -0.5% | +31.8% | -32.3% | -6.7% |
| 1Y | -1.8% | +28.6% | -30.4% | -7.9% |
| 3Y | +38.7% | +71.2% | -32.5% | +21.2% |
| 5Y | +67.6% | +179.2% | -111.6% | +25.0% |
| All | +67.6% | +179.4% | -111.7% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling