+68.5%
MA vs BN
+100.0%
-31.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +7.9% | +13.6% | -5.6% | +4.1% |
| 3M | +16.8% | -6.7% | +23.4% | +18.8% |
| 6M | +31.0% | -9.0% | +40.0% | +33.9% |
| YTD | +15.0% | -8.8% | +23.8% | +16.9% |
| 1Y | +17.0% | -10.6% | +27.6% | +19.5% |
| All | +68.5% | +100.0% | -31.5% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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