+15,614.6%
MA vs CAG
+81.9%
+15,532.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +2.3% | +5.8% | -3.5% | +0.5% |
| 30D | +14.7% | +16.4% | -1.7% | +9.2% |
| 3M | +13.5% | +3.8% | +9.7% | +11.8% |
| 6M | +33.1% | +10.8% | +22.3% | +27.9% |
| YTD | +15.1% | -5.8% | +20.9% | +15.4% |
| 1Y | +18.7% | -2.4% | +21.1% | +17.6% |
| 3Y | +72.1% | -33.4% | +105.5% | +89.6% |
| 5Y | +92.8% | -39.4% | +132.2% | +116.6% |
| 10Y | +571.6% | -37.5% | +609.1% | +588.7% |
| All | +15,614.6% | +81.9% | +15,532.7% | +8,060.7% |
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