+13,624.1%
MA vs BKR
+62.1%
+13,562.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +1.4% | +3.9% | -2.4% | +0.1% |
| 3M | +17.7% | -1.1% | +18.8% | +17.5% |
| 6M | +9.7% | +7.6% | +2.0% | +5.7% |
| YTD | +0.5% | +41.9% | -41.4% | -11.7% |
| 1Y | -2.1% | +42.2% | -44.3% | -14.5% |
| 3Y | +40.1% | +84.3% | -44.2% | +9.4% |
| 5Y | +67.5% | +215.7% | -148.2% | +4.3% |
| 10Y | +505.6% | +130.9% | +374.7% | +265.6% |
| All | +13,624.1% | +62.1% | +13,562.1% | +6,968.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling