+556.3%
MA vs CF
+557.2%
-0.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -3.8% |
| 7D | +3.2% | +0.4% | +2.8% | +2.9% |
| 30D | +15.9% | +2.2% | +13.7% | +15.1% |
| 3M | +15.2% | +2.1% | +13.0% | +14.0% |
| 6M | +32.4% | -6.5% | +38.9% | +32.9% |
| YTD | +15.6% | +55.6% | -39.9% | +1.3% |
| 1Y | +19.3% | +42.3% | -23.0% | +6.7% |
| 3Y | +73.0% | +55.7% | +17.2% | +47.2% |
| 5Y | +93.7% | +122.4% | -28.7% | +38.0% |
| All | +556.3% | +557.2% | -0.9% | +258.4% |
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