+1,322.3%
MA vs CG
+351.2%
+971.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -2.7% | -4.3% | +1.6% | -1.3% |
| 30D | +1.5% | -5.1% | +6.6% | +3.1% |
| 3M | +20.4% | +8.7% | +11.8% | +16.3% |
| 6M | +11.1% | -9.2% | +20.4% | +13.6% |
| YTD | +2.0% | -18.9% | +20.8% | +7.6% |
| 1Y | -2.2% | -25.6% | +23.5% | +5.9% |
| 3Y | +41.9% | +57.3% | -15.4% | +11.1% |
| 5Y | +75.4% | +10.2% | +65.2% | +50.7% |
| 10Y | +527.5% | +364.2% | +163.3% | +231.9% |
| All | +1,322.3% | +351.2% | +971.1% | +659.3% |
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