+92.3%
MA vs CF
+120.6%
-28.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +2.3% | -3.2% | +5.5% | +2.5% |
| 30D | +14.7% | +4.3% | +10.3% | +14.3% |
| 3M | +13.5% | +2.8% | +10.7% | +13.1% |
| 6M | +33.1% | +0.6% | +32.5% | +32.7% |
| YTD | +15.1% | +56.6% | -41.6% | +9.3% |
| 1Y | +18.7% | +49.6% | -30.9% | +13.3% |
| 3Y | +72.1% | +61.5% | +10.6% | +60.8% |
| All | +92.3% | +120.6% | -28.3% | +60.5% |
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