+70.6%
MA vs COMP
+426.2%
-355.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | -1.8% | +2.2% | -4.0% | -2.0% |
| 30D | +11.0% | +16.3% | -5.3% | +9.8% |
| 3M | +17.9% | -19.1% | +37.0% | +19.0% |
| 6M | +33.2% | +17.1% | +16.0% | +31.1% |
| YTD | +16.5% | -2.9% | +19.4% | +15.4% |
| 1Y | +19.1% | +8.8% | +10.3% | +17.2% |
| All | +70.6% | +426.2% | -355.6% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling