+61.7%
MA vs CART
+37.6%
+24.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | +3.2% | +1.2% | +2.0% | +3.1% |
| 30D | +15.9% | +27.1% | -11.2% | +13.7% |
| 3M | +15.2% | +27.4% | -12.3% | +12.8% |
| 6M | +32.4% | +32.1% | +0.3% | +29.1% |
| YTD | +15.6% | +28.5% | -12.8% | +12.9% |
| 1Y | +19.3% | +58.8% | -39.5% | +14.5% |
| 3Y | +73.0% | +114.8% | -41.8% | +61.8% |
| All | +61.7% | +37.6% | +24.1% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling