+18.7%
MA vs CF
+46.5%
-27.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +2.3% | -3.2% | +5.5% | +2.3% |
| 30D | +14.7% | +4.3% | +10.3% | +14.9% |
| 3M | +13.5% | +2.8% | +10.7% | +13.8% |
| 6M | +33.1% | +0.6% | +32.5% | +33.5% |
| YTD | +15.1% | +56.6% | -41.6% | +15.7% |
| 1Y | +18.7% | +49.6% | -30.9% | +19.3% |
| All | +18.7% | +46.5% | -27.8% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling