+60.9%
MA vs CART
+38.4%
+22.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +2.3% | +3.0% | -0.7% | +2.1% |
| 30D | +14.7% | +28.6% | -13.9% | +12.4% |
| 3M | +13.5% | +29.1% | -15.6% | +11.1% |
| 6M | +33.1% | +44.7% | -11.6% | +29.0% |
| YTD | +15.1% | +29.2% | -14.1% | +12.3% |
| 1Y | +18.7% | +66.2% | -47.4% | +13.6% |
| 3Y | +72.1% | +112.8% | -40.7% | +61.1% |
| All | +60.9% | +38.4% | +22.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling