+38.6%
MA vs CARR
+2.2%
+36.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | -3.5% | +0.6% | -4.2% | -3.6% |
| 30D | +0.8% | -8.7% | +9.4% | +2.0% |
| 3M | +14.8% | -18.4% | +33.1% | +17.8% |
| 6M | +10.0% | -0.6% | +10.6% | +8.2% |
| YTD | -0.1% | +10.9% | -11.0% | -4.3% |
| 1Y | -2.2% | -7.3% | +5.1% | -2.8% |
| All | +38.6% | +2.2% | +36.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling