-2.1%
MA vs CAG
-15.1%
+13.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -1.8% | -5.3% | +3.5% | -1.1% |
| 30D | +1.4% | +1.0% | +0.4% | +1.3% |
| 3M | +17.7% | +17.4% | +0.4% | +15.7% |
| 6M | +9.7% | -16.8% | +26.5% | +10.6% |
| YTD | +0.5% | -6.8% | +7.3% | -0.3% |
| 1Y | -2.1% | -15.4% | +13.3% | -1.0% |
| All | -2.1% | -15.1% | +13.0% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling