+67.5%
MA vs BR
+9.8%
+57.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.2% |
| 7D | -1.8% | -5.9% | +4.2% | +1.3% |
| 30D | +1.4% | +1.9% | -0.5% | +0.3% |
| 3M | +17.7% | +14.7% | +3.1% | +8.9% |
| 6M | +9.7% | -12.8% | +22.4% | +16.9% |
| YTD | +0.5% | -23.0% | +23.5% | +14.3% |
| 1Y | -2.1% | -31.7% | +29.6% | +19.3% |
| 3Y | +40.1% | -4.8% | +44.9% | +38.7% |
| 5Y | +67.5% | +7.8% | +59.7% | +45.0% |
| All | +67.5% | +9.8% | +57.7% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling