+13,824.2%
MA vs CAG
+82.6%
+13,741.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.7% | -3.8% | +1.1% | -1.5% |
| 30D | +1.5% | +3.1% | -1.6% | +0.4% |
| 3M | +20.4% | +23.5% | -3.0% | +12.2% |
| 6M | +11.1% | -14.8% | +26.0% | +16.0% |
| YTD | +2.0% | -5.4% | +7.4% | +2.4% |
| 1Y | -2.2% | -11.8% | +9.6% | +0.3% |
| 3Y | +41.9% | -36.7% | +78.5% | +59.2% |
| 5Y | +75.4% | -40.3% | +115.6% | +98.3% |
| 10Y | +527.5% | -37.0% | +564.6% | +541.5% |
| All | +13,824.2% | +82.6% | +13,741.5% | +7,141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling