+517.0%
MA vs CG
+362.4%
+154.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -2.7% | -4.3% | +1.6% | -1.1% |
| 30D | +1.5% | -5.1% | +6.6% | +3.3% |
| 3M | +20.4% | +8.7% | +11.8% | +15.9% |
| 6M | +11.1% | -9.2% | +20.4% | +13.8% |
| YTD | +2.0% | -18.9% | +20.8% | +8.1% |
| 1Y | -2.2% | -25.6% | +23.5% | +6.7% |
| 3Y | +41.9% | +57.3% | -15.4% | +6.7% |
| 5Y | +75.4% | +10.2% | +65.2% | +47.2% |
| All | +517.0% | +362.4% | +154.5% | +200.2% |
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