+569.6%
MA vs CB
+248.4%
+321.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -1.8% | -1.0% | -0.8% | -1.2% |
| 30D | +11.0% | +7.3% | +3.7% | +7.0% |
| 3M | +17.9% | +7.0% | +10.8% | +13.7% |
| 6M | +33.2% | +16.3% | +16.8% | +22.5% |
| YTD | +16.5% | +19.7% | -3.2% | +5.2% |
| 1Y | +19.1% | +27.8% | -8.7% | +3.8% |
| 3Y | +70.6% | +72.0% | -1.4% | +25.1% |
| 5Y | +92.1% | +104.9% | -12.8% | +26.5% |
| 10Y | +569.6% | +246.7% | +322.8% | +230.3% |
| All | +569.6% | +248.4% | +321.2% | +230.3% |
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