+521.8%
MA vs CF
+569.3%
-47.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | -2.7% | +6.0% | -8.7% | -3.9% |
| 30D | +1.5% | +14.8% | -13.3% | -1.6% |
| 3M | +20.4% | +14.1% | +6.4% | +16.6% |
| 6M | +11.1% | +28.5% | -17.4% | +3.1% |
| YTD | +2.0% | +74.9% | -73.0% | -12.4% |
| 1Y | -2.2% | +61.7% | -63.8% | -14.6% |
| 3Y | +41.9% | +80.3% | -38.4% | +17.3% |
| 5Y | +75.4% | +226.0% | -150.6% | +12.8% |
| All | +521.8% | +569.3% | -47.5% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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