+1,505.2%
MA vs CG
+281.3%
+1,223.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +2.3% | -1.2% | +3.5% | +2.7% |
| 30D | +14.7% | +5.0% | +9.6% | +12.7% |
| 3M | +13.5% | -18.2% | +31.7% | +21.0% |
| 6M | +33.1% | -20.7% | +53.8% | +42.5% |
| YTD | +15.1% | -31.4% | +46.5% | +28.2% |
| 1Y | +18.7% | -22.3% | +41.0% | +26.4% |
| 3Y | +72.1% | +50.2% | +21.9% | +36.1% |
| 5Y | +92.8% | -22.1% | +114.8% | +87.4% |
| 10Y | +571.6% | +295.5% | +276.1% | +274.7% |
| All | +1,505.2% | +281.3% | +1,223.8% | +804.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling