+13,824.2%
MA vs BP
+78.8%
+13,745.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.7% | +3.9% | -6.6% | -4.3% |
| 30D | +1.5% | +7.6% | -6.1% | -1.6% |
| 3M | +20.4% | +0.7% | +19.7% | +19.1% |
| 6M | +11.1% | +15.5% | -4.3% | +3.1% |
| YTD | +2.0% | +30.8% | -28.9% | -10.9% |
| 1Y | -2.2% | +34.3% | -36.5% | -15.8% |
| 3Y | +41.9% | +35.1% | +6.8% | +18.4% |
| 5Y | +75.4% | +126.8% | -51.5% | +11.4% |
| 10Y | +527.5% | +123.4% | +404.2% | +268.5% |
| All | +13,824.2% | +78.8% | +13,745.3% | +8,220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling