+22.5%
MA vs CAPR
+47.4%
-25.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.3% | -4.3% | +3.9% |
| 7D | +10.2% | +43.2% | -33.0% | +10.1% |
| 30D | +19.3% | +14.7% | +4.7% | +19.3% |
| 3M | +18.0% | +113.9% | -95.9% | +17.7% |
| 6M | +33.7% | -73.4% | +107.1% | +34.0% |
| YTD | +18.6% | -69.1% | +87.7% | +18.7% |
| 1Y | +22.5% | +47.2% | -24.7% | +20.8% |
| All | +22.5% | +47.4% | -25.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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