+43.3%
MA vs CG
+58.1%
-14.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -2.7% | -4.3% | +1.6% | -1.8% |
| 30D | +1.5% | -5.1% | +6.6% | +2.5% |
| 3M | +20.4% | +8.7% | +11.8% | +17.9% |
| 6M | +11.1% | -9.2% | +20.4% | +12.8% |
| YTD | +2.0% | -18.9% | +20.8% | +5.6% |
| 1Y | -2.2% | -25.6% | +23.5% | +3.0% |
| All | +43.3% | +58.1% | -14.8% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling