+13,542.6%
MA vs BNY
+641.1%
+12,901.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | +0.8% | +1.9% | -1.2% | -0.1% |
| 3M | +14.8% | +13.9% | +0.9% | +7.8% |
| 6M | +10.0% | +42.3% | -32.3% | -6.8% |
| YTD | -0.1% | +41.8% | -42.0% | -15.5% |
| 1Y | -2.2% | +57.9% | -60.2% | -21.4% |
| 3Y | +39.3% | +290.7% | -251.5% | -26.5% |
| 5Y | +66.3% | +252.3% | -185.9% | -9.5% |
| 10Y | +513.2% | +412.8% | +100.4% | +169.5% |
| All | +13,542.6% | +641.1% | +12,901.5% | +4,448.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling