+96.0%
MA vs BND
-1.6%
+97.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.3% | +0.4% | -0.8% | -0.6% |
| 30D | +11.3% | +2.0% | +9.3% | +10.2% |
| 3M | +16.7% | -0.4% | +17.0% | +16.9% |
| 6M | +32.8% | -0.9% | +33.7% | +33.4% |
| YTD | +15.6% | -0.3% | +15.9% | +15.7% |
| 1Y | +19.6% | 0.0% | +19.6% | +19.5% |
| 3Y | +72.1% | +15.1% | +57.0% | +59.7% |
| 5Y | +96.0% | -1.5% | +97.6% | +61.2% |
| All | +96.0% | -1.6% | +97.6% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling