+19.4%
MA vs CB
+28.5%
-9.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.3% | -1.5% | +1.2% | +0.3% |
| 30D | +11.3% | +6.5% | +4.8% | +8.8% |
| 3M | +16.7% | +4.1% | +12.6% | +15.0% |
| 6M | +32.8% | +14.4% | +18.4% | +26.0% |
| YTD | +15.6% | +17.5% | -1.9% | +6.9% |
| All | +19.4% | +28.5% | -9.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling