+5,701.8%
MA vs BND
+76.8%
+5,625.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | +20.4% | -0.6% | +21.1% | +20.4% |
| 6M | +11.1% | -1.4% | +12.6% | +11.0% |
| YTD | +2.0% | -0.2% | +2.2% | +1.9% |
| 1Y | -2.2% | +1.3% | -3.4% | -2.0% |
| 3Y | +41.9% | +13.2% | +28.7% | +44.2% |
| 5Y | +75.4% | -1.6% | +76.9% | +68.2% |
| 10Y | +527.5% | +15.5% | +512.1% | +570.8% |
| All | +5,701.8% | +76.8% | +5,625.0% | +7,832.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling