+568.4%
MA vs CG
+308.6%
+259.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +1.8% | +2.0% | -0.2% | +0.9% |
| 30D | +11.8% | +8.5% | +3.3% | +8.2% |
| 3M | +17.2% | -12.1% | +29.3% | +22.2% |
| 6M | +33.4% | -16.4% | +49.8% | +40.9% |
| YTD | +16.1% | -28.0% | +44.1% | +28.3% |
| 1Y | +19.9% | -18.9% | +38.8% | +26.2% |
| 3Y | +70.1% | +51.2% | +18.8% | +28.7% |
| 5Y | +89.6% | -15.9% | +105.5% | +78.6% |
| 10Y | +568.4% | +305.9% | +262.5% | +240.6% |
| All | +568.4% | +308.6% | +259.8% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling