+5,733.2%
MA vs BR
+1,321.0%
+4,412.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.9% |
| 7D | -2.7% | -5.3% | +2.6% | +0.5% |
| 30D | +1.5% | +6.4% | -4.9% | -2.5% |
| 3M | +20.4% | +13.6% | +6.8% | +10.4% |
| 6M | +11.1% | -6.7% | +17.8% | +14.4% |
| YTD | +2.0% | -21.1% | +23.1% | +15.5% |
| 1Y | -2.2% | -29.6% | +27.4% | +18.8% |
| 3Y | +41.9% | -2.4% | +44.3% | +38.3% |
| 5Y | +75.4% | +11.2% | +64.1% | +54.5% |
| 10Y | +527.5% | +191.8% | +335.8% | +203.1% |
| All | +5,733.2% | +1,321.0% | +4,412.2% | +1,004.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling