+568.4%
MA vs CAG
-38.9%
+607.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | +1.8% | +6.6% | -4.8% | +0.6% |
| 30D | +11.8% | +13.9% | -2.1% | +9.2% |
| 3M | +17.2% | +4.0% | +13.1% | +16.1% |
| 6M | +33.4% | +10.0% | +23.4% | +30.6% |
| YTD | +16.1% | -6.1% | +22.3% | +16.5% |
| 1Y | +19.9% | -4.3% | +24.2% | +19.8% |
| 3Y | +70.1% | -34.6% | +104.6% | +80.6% |
| 5Y | +89.6% | -39.4% | +129.1% | +103.6% |
| 10Y | +568.4% | -34.2% | +602.6% | +555.9% |
| All | +568.4% | -38.9% | +607.3% | +555.9% |
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