+554.8%
MA vs BP
+132.1%
+422.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -0.3% | -6.9% | +6.5% | +1.9% |
| 30D | +11.3% | -3.6% | +14.9% | +12.3% |
| 3M | +16.7% | +8.4% | +8.2% | +12.9% |
| 6M | +32.8% | +5.3% | +27.4% | +28.9% |
| YTD | +15.6% | +33.2% | -17.5% | +2.2% |
| 1Y | +19.6% | +28.2% | -8.6% | +6.9% |
| 3Y | +72.1% | +49.2% | +22.9% | +42.1% |
| 5Y | +96.0% | +102.9% | -6.8% | +37.4% |
| 10Y | +554.8% | +127.7% | +427.1% | +335.9% |
| All | +554.8% | +132.1% | +422.6% | +335.9% |
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