+554.8%
MA vs CB
+246.2%
+308.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.3% | -1.5% | +1.2% | +0.5% |
| 30D | +11.3% | +6.5% | +4.8% | +7.7% |
| 3M | +16.7% | +4.1% | +12.6% | +14.2% |
| 6M | +32.8% | +14.4% | +18.4% | +23.2% |
| YTD | +15.6% | +17.5% | -1.9% | +5.4% |
| 1Y | +19.6% | +27.5% | -8.0% | +4.3% |
| 3Y | +72.1% | +71.6% | +0.5% | +26.3% |
| 5Y | +96.0% | +100.6% | -4.6% | +30.6% |
| 10Y | +554.8% | +243.0% | +311.8% | +226.9% |
| All | +554.8% | +246.2% | +308.6% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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