-2.0%
MA vs BMNR
+245.3%
-247.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.8% | +0.7% |
| 7D | -1.7% | +0.2% | -2.0% | -1.7% |
| 30D | +1.7% | +39.9% | -38.2% | +1.6% |
| 3M | +17.2% | +51.5% | -34.3% | +17.0% |
| 6M | +13.3% | +18.9% | -5.6% | +13.2% |
| YTD | +0.2% | -7.8% | +8.0% | +0.1% |
| 1Y | -2.7% | -47.6% | +44.9% | -2.6% |
| All | -2.0% | +245.3% | -247.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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