-2.7%
MA vs BMNR
+233.9%
-236.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -3.5% | -8.5% | +5.0% | -3.4% |
| 30D | +0.7% | +33.8% | -33.1% | +0.6% |
| 3M | +15.8% | +54.7% | -38.9% | +15.6% |
| 6M | +10.2% | +16.7% | -6.5% | +10.1% |
| YTD | -0.5% | -10.9% | +10.4% | -0.5% |
| 1Y | -1.8% | -46.9% | +45.1% | -1.7% |
| All | -2.7% | +233.9% | -236.6% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling