+93.7%
MA vs CF
+125.5%
-31.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -2.9% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +15.9% | +2.2% | +13.7% | +15.7% |
| 3M | +15.2% | +2.1% | +13.0% | +14.8% |
| 6M | +32.4% | -6.5% | +38.9% | +32.6% |
| YTD | +15.6% | +55.6% | -39.9% | +9.9% |
| 1Y | +19.3% | +42.3% | -23.0% | +14.4% |
| 3Y | +73.0% | +55.7% | +17.2% | +62.3% |
| 5Y | +93.7% | +122.4% | -28.7% | +59.1% |
| All | +93.7% | +125.5% | -31.7% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling