+64.6%
MA vs COMP
-47.7%
+112.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | +1.5% | -13.3% | +14.9% | +2.8% |
| 3M | +20.4% | +41.1% | -20.7% | +16.0% |
| 6M | +11.1% | +17.2% | -6.0% | +8.1% |
| YTD | +2.0% | +5.2% | -3.2% | -0.1% |
| 1Y | -2.2% | +18.9% | -21.1% | -5.7% |
| 3Y | +41.9% | +215.9% | -174.0% | +18.2% |
| 5Y | +75.4% | -31.2% | +106.5% | +59.6% |
| All | +64.6% | -47.7% | +112.3% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling