+503.0%
MA vs BNY
+416.3%
+86.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | +1.7% | -0.2% | +1.9% | +1.7% |
| 3M | +17.2% | +14.9% | +2.3% | +8.9% |
| 6M | +13.3% | +40.0% | -26.7% | -5.0% |
| YTD | +0.2% | +42.0% | -41.8% | -17.0% |
| 1Y | -2.7% | +56.9% | -59.6% | -23.6% |
| 3Y | +39.1% | +289.9% | -250.8% | -32.8% |
| 5Y | +68.8% | +259.2% | -190.4% | -16.9% |
| All | +503.0% | +416.3% | +86.7% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling