+92.3%
MA vs CAPR
+142.6%
-50.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.1% | -0.5% |
| 7D | +2.3% | +41.1% | -38.8% | +2.0% |
| 30D | +14.7% | +11.1% | +3.6% | +14.5% |
| 3M | +13.5% | +115.3% | -101.8% | +12.5% |
| 6M | +33.1% | -73.8% | +106.9% | +33.8% |
| YTD | +15.1% | -68.8% | +83.9% | +15.4% |
| 1Y | +18.7% | +43.3% | -24.6% | +14.4% |
| 3Y | +72.1% | +214.7% | -142.6% | +53.4% |
| All | +92.3% | +142.6% | -50.3% | +66.8% |
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 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