+499.0%
MA vs BR
+190.5%
+308.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.5% | -6.0% | +2.5% | +0.3% |
| 30D | +0.7% | -0.9% | +1.6% | +1.1% |
| 3M | +15.8% | +16.4% | -0.6% | +4.2% |
| 6M | +10.2% | -8.2% | +18.4% | +15.0% |
| YTD | -0.5% | -23.2% | +22.7% | +15.7% |
| 1Y | -1.8% | -30.9% | +29.1% | +22.4% |
| 3Y | +38.7% | -5.0% | +43.7% | +36.6% |
| 5Y | +67.6% | +8.8% | +58.9% | +46.2% |
| All | +499.0% | +190.5% | +308.4% | +188.0% |
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