+584.1%
MA vs BP
+141.7%
+442.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.6% |
| 7D | -0.5% | +2.5% | -3.0% | -1.3% |
| 30D | +7.9% | -5.6% | +13.5% | +9.6% |
| 3M | +16.8% | +8.0% | +8.7% | +13.1% |
| 6M | +31.0% | +5.7% | +25.3% | +27.1% |
| YTD | +15.0% | +36.8% | -21.8% | +0.8% |
| 1Y | +17.0% | +30.7% | -13.7% | +4.0% |
| 3Y | +68.5% | +51.6% | +16.9% | +38.5% |
| 5Y | +85.0% | +112.2% | -27.2% | +27.5% |
| All | +584.1% | +141.7% | +442.3% | +357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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