+593.1%
MA vs BR
+277.7%
+315.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +1.3% | +1.1% | +0.2% | +0.6% |
| 30D | +9.6% | +14.4% | -4.8% | +0.6% |
| 3M | +16.8% | +12.4% | +4.4% | +8.1% |
| 6M | +35.2% | +35.4% | -0.3% | +10.0% |
| YTD | +16.6% | -12.2% | +28.7% | +24.4% |
| 1Y | +19.8% | -12.7% | +32.5% | +28.4% |
| 3Y | +70.7% | +14.3% | +56.4% | +48.8% |
| 5Y | +87.4% | +19.3% | +68.1% | +54.7% |
| All | +593.1% | +277.7% | +315.4% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling