+85.8%
MA vs COMP
-52.0%
+137.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.2% | -1.5% |
| 7D | +2.3% | +13.4% | -11.1% | +1.0% |
| 30D | +14.7% | +11.1% | +3.6% | +13.3% |
| 3M | +13.5% | -18.8% | +32.3% | +15.4% |
| 6M | +33.1% | +10.5% | +22.6% | +30.7% |
| YTD | +15.1% | -3.4% | +18.5% | +13.4% |
| 1Y | +18.7% | +19.7% | -1.0% | +14.4% |
| 3Y | +72.1% | +381.6% | -309.5% | +36.2% |
| 5Y | +92.8% | -17.6% | +110.4% | +74.0% |
| All | +85.8% | -52.0% | +137.7% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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