+16,095.7%
MA vs CF
+4,801.7%
+11,294.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +5.0% |
| 7D | +10.2% | -6.9% | +17.1% | +12.0% |
| 30D | +19.3% | -3.7% | +23.1% | +20.2% |
| 3M | +18.0% | -5.0% | +22.9% | +18.8% |
| 6M | +33.7% | -10.5% | +44.2% | +35.8% |
| YTD | +18.6% | +46.5% | -27.9% | +4.3% |
| 1Y | +22.5% | +34.8% | -12.3% | +9.9% |
| 3Y | +77.4% | +46.7% | +30.7% | +51.6% |
| 5Y | +106.6% | +112.0% | -5.4% | +51.0% |
| 10Y | +592.2% | +529.7% | +62.5% | +248.5% |
| All | +16,095.7% | +4,801.7% | +11,294.0% | +3,839.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling