+15,614.6%
MA vs BP
+81.8%
+15,532.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +2.3% | -11.6% | +13.9% | +7.2% |
| 30D | +14.7% | 0.0% | +14.6% | +14.2% |
| 3M | +13.5% | +6.7% | +6.8% | +9.7% |
| 6M | +33.1% | +2.2% | +31.0% | +30.0% |
| YTD | +15.1% | +33.0% | -17.9% | -0.6% |
| 1Y | +18.7% | +30.7% | -12.0% | +3.0% |
| 3Y | +72.1% | +44.2% | +27.9% | +39.3% |
| 5Y | +92.8% | +105.1% | -12.3% | +28.0% |
| 10Y | +571.6% | +133.5% | +438.1% | +285.0% |
| All | +15,614.6% | +81.8% | +15,532.9% | +9,174.5% |
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