+42.2%
MA vs BLDR
-53.1%
+95.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.4% |
| 7D | -2.7% | -2.8% | +0.1% | -2.4% |
| 30D | +1.5% | -13.3% | +14.8% | +3.0% |
| 3M | +20.4% | -12.3% | +32.7% | +21.6% |
| 6M | +11.1% | -31.5% | +42.6% | +15.1% |
| YTD | +2.0% | -36.1% | +38.0% | +6.1% |
| 1Y | -2.2% | -54.1% | +51.9% | +5.5% |
| All | +42.2% | -53.1% | +95.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling