+72.1%
MA vs CFG
+168.6%
-96.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +2.3% | -0.9% | +3.2% | +2.6% |
| 30D | +14.7% | +1.1% | +13.6% | +14.4% |
| 3M | +13.5% | -12.0% | +25.5% | +16.9% |
| 6M | +33.1% | -2.2% | +35.3% | +33.6% |
| YTD | +15.1% | +11.4% | +3.7% | +11.7% |
| 1Y | +18.7% | +27.8% | -9.1% | +11.5% |
| 3Y | +72.1% | +173.3% | -101.2% | +49.2% |
| All | +72.1% | +168.6% | -96.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling