+40.1%
MA vs BR
-4.7%
+44.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.4% |
| 7D | -1.8% | -5.9% | +4.2% | +0.7% |
| 30D | +1.4% | +1.9% | -0.5% | +0.5% |
| 3M | +17.7% | +14.7% | +3.1% | +10.4% |
| 6M | +9.7% | -12.8% | +22.4% | +15.4% |
| YTD | +0.5% | -23.0% | +23.5% | +12.2% |
| 1Y | -2.1% | -31.7% | +29.6% | +16.0% |
| 3Y | +40.1% | -4.8% | +44.9% | +42.5% |
| All | +40.1% | -4.7% | +44.8% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling