+202.6%
MA vs CARR
+394.0%
-191.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +1.3% | +3.5% | -2.2% | +0.5% |
| 30D | +9.6% | +0.4% | +9.3% | +9.5% |
| 3M | +16.8% | -14.1% | +30.9% | +20.5% |
| 6M | +35.2% | -16.7% | +51.9% | +39.6% |
| YTD | +16.6% | +4.2% | +12.4% | +12.8% |
| 1Y | +19.8% | -0.2% | +20.0% | +17.1% |
| 3Y | +70.7% | +10.9% | +59.8% | +58.6% |
| 5Y | +87.4% | +3.9% | +83.5% | +70.7% |
| All | +202.6% | +394.0% | -191.4% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling