+554.8%
MA vs CAPR
-64.9%
+619.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -9.0% | +0.3% |
| 7D | -0.3% | +36.0% | -36.4% | -0.9% |
| 30D | +11.3% | +25.8% | -14.5% | +10.8% |
| 3M | +16.7% | +140.8% | -124.2% | +14.4% |
| 6M | +32.8% | -67.6% | +100.4% | +33.5% |
| YTD | +15.6% | -65.9% | +81.5% | +15.9% |
| 1Y | +19.6% | +66.1% | -46.5% | +11.4% |
| 3Y | +72.1% | +256.9% | -184.8% | +51.5% |
| 5Y | +96.0% | +172.1% | -76.1% | +71.0% |
| 10Y | +554.8% | -64.7% | +619.5% | +425.5% |
| All | +554.8% | -64.9% | +619.7% | +425.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling