+88.5%
MA vs CARR
+4.0%
+84.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +1.3% | +3.5% | -2.2% | +0.4% |
| 30D | +9.6% | +0.4% | +9.3% | +9.4% |
| 3M | +16.8% | -14.1% | +30.9% | +21.2% |
| 6M | +35.2% | -16.7% | +51.9% | +40.2% |
| YTD | +16.6% | +4.2% | +12.4% | +11.1% |
| 1Y | +19.8% | -0.2% | +20.0% | +15.8% |
| 3Y | +70.7% | +10.9% | +59.8% | +49.8% |
| All | +88.5% | +4.0% | +84.5% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling