+6,528.4%
MA vs BND
+75.9%
+6,452.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | +11.0% | +1.6% | +9.5% | +11.2% |
| 3M | +17.9% | -0.5% | +18.3% | +17.8% |
| 6M | +33.2% | -1.1% | +34.2% | +33.0% |
| YTD | +16.5% | -0.7% | +17.2% | +16.4% |
| 1Y | +19.1% | -0.7% | +19.7% | +19.0% |
| 3Y | +70.6% | +14.4% | +56.1% | +73.7% |
| 5Y | +92.1% | -1.1% | +93.2% | +84.9% |
| 10Y | +569.6% | +17.9% | +551.7% | +632.8% |
| All | +6,528.4% | +75.9% | +6,452.5% | +8,957.9% |
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