+513.2%
MA vs CAG
-35.6%
+548.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -3.5% | -6.6% | +3.1% | -2.3% |
| 30D | +0.8% | +2.3% | -1.5% | +0.3% |
| 3M | +14.8% | +16.3% | -1.5% | +11.5% |
| 6M | +10.0% | -16.0% | +26.0% | +13.0% |
| YTD | -0.1% | -7.7% | +7.6% | +0.6% |
| 1Y | -2.2% | -16.0% | +13.8% | +0.1% |
| 3Y | +39.3% | -37.7% | +77.0% | +49.4% |
| 5Y | +66.3% | -41.2% | +107.6% | +79.8% |
| 10Y | +513.2% | -33.8% | +547.0% | +530.3% |
| All | +513.2% | -35.6% | +548.8% | +530.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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