+584.1%
MA vs BR
+275.8%
+308.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | +0.3% |
| 30D | +7.9% | +13.7% | -5.8% | -0.5% |
| 3M | +16.8% | +13.8% | +3.0% | +7.2% |
| 6M | +31.0% | +29.7% | +1.3% | +9.6% |
| YTD | +15.0% | -12.6% | +27.7% | +23.2% |
| 1Y | +17.0% | -12.4% | +29.5% | +25.1% |
| 3Y | +68.5% | +14.1% | +54.3% | +47.0% |
| 5Y | +85.0% | +18.7% | +66.3% | +53.1% |
| All | +584.1% | +275.8% | +308.3% | +172.7% |
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