+73.1%
MA vs CAG
-40.1%
+113.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.7% | -3.8% | +1.1% | -2.0% |
| 30D | +1.5% | +3.1% | -1.6% | +0.9% |
| 3M | +20.4% | +23.5% | -3.0% | +15.6% |
| 6M | +11.1% | -14.8% | +26.0% | +14.1% |
| YTD | +2.0% | -5.4% | +7.4% | +2.2% |
| 1Y | -2.2% | -11.8% | +9.6% | -0.6% |
| 3Y | +41.9% | -36.7% | +78.5% | +53.2% |
| All | +73.1% | -40.1% | +113.1% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling