+164.7%
MA vs CARR
+441.9%
-277.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | +1.5% | -8.7% | +10.3% | +3.5% |
| 3M | +20.4% | -12.6% | +33.0% | +23.4% |
| 6M | +11.1% | -1.5% | +12.7% | +9.8% |
| YTD | +2.0% | +14.3% | -12.3% | -3.2% |
| 1Y | -2.2% | -4.6% | +2.4% | -3.1% |
| 3Y | +41.9% | +7.3% | +34.5% | +33.4% |
| 5Y | +75.4% | +11.6% | +63.7% | +57.1% |
| All | +164.7% | +441.9% | -277.3% | +98.4% |
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