+88.2%
MA vs COMP
-52.0%
+140.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +1.3% | 0.0% | +1.3% | +1.2% |
| 30D | +9.6% | +16.6% | -6.9% | +7.8% |
| 3M | +16.8% | -23.5% | +40.3% | +19.4% |
| 6M | +35.2% | +25.7% | +9.5% | +31.0% |
| YTD | +16.6% | -3.4% | +20.0% | +14.8% |
| 1Y | +19.8% | +7.6% | +12.2% | +16.6% |
| 3Y | +70.7% | +423.6% | -352.9% | +33.7% |
| 5Y | +87.4% | -10.6% | +98.0% | +68.3% |
| All | +88.2% | -52.0% | +140.1% | +73.2% |
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