+92.1%
MA vs CAPR
+219.7%
-127.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +26.5% | -26.2% | +0.1% |
| 7D | -1.8% | +25.8% | -27.6% | -2.0% |
| 30D | +11.0% | +50.2% | -39.2% | +10.6% |
| 3M | +17.9% | +185.5% | -167.6% | +16.5% |
| 6M | +33.2% | -64.8% | +98.0% | +33.5% |
| YTD | +16.5% | -61.1% | +77.6% | +16.5% |
| 1Y | +19.1% | +81.0% | -61.9% | +14.5% |
| 3Y | +70.6% | +300.7% | -230.2% | +51.3% |
| 5Y | +92.1% | +223.3% | -131.2% | +65.7% |
| All | +92.1% | +219.7% | -127.5% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling