+92.3%
MA vs BP
+103.6%
-11.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | -11.6% | +13.9% | +4.3% |
| 30D | +14.7% | 0.0% | +14.6% | +14.4% |
| 3M | +13.5% | +6.7% | +6.8% | +11.8% |
| 6M | +33.1% | +2.2% | +31.0% | +31.8% |
| YTD | +15.1% | +33.0% | -17.9% | +7.0% |
| 1Y | +18.7% | +30.7% | -12.0% | +10.7% |
| 3Y | +72.1% | +44.2% | +27.9% | +54.4% |
| All | +92.3% | +103.6% | -11.3% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling