+72.9%
MA vs CB
+74.6%
-1.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +3.2% | +2.6% | +0.6% | +2.1% |
| 30D | +15.9% | +11.2% | +4.7% | +10.8% |
| 3M | +15.2% | +5.7% | +9.4% | +12.4% |
| 6M | +32.4% | +15.9% | +16.5% | +23.9% |
| YTD | +15.6% | +20.2% | -4.5% | +6.2% |
| 1Y | +19.3% | +32.4% | -13.1% | +4.8% |
| All | +72.9% | +74.6% | -1.7% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling