-2.2%
MA vs BR
-29.1%
+26.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | 0.0% |
| 7D | -2.7% | -5.3% | +2.6% | -0.9% |
| 30D | +1.5% | +6.4% | -4.9% | -0.7% |
| 3M | +20.4% | +13.6% | +6.8% | +14.4% |
| 6M | +11.1% | -6.7% | +17.8% | +11.0% |
| YTD | +2.0% | -21.1% | +23.1% | +10.6% |
| 1Y | -2.2% | -29.6% | +27.4% | +13.4% |
| All | -2.2% | -29.1% | +26.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling