+584.1%
MA vs CP
+259.0%
+325.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | -0.5% | +0.9% | -1.4% | -1.0% |
| 30D | +7.9% | +10.3% | -2.4% | +2.5% |
| 3M | +16.8% | +2.3% | +14.5% | +15.1% |
| 6M | +31.0% | +10.7% | +20.3% | +23.3% |
| YTD | +15.0% | +29.3% | -14.3% | -1.6% |
| 1Y | +17.0% | +31.5% | -14.4% | -0.8% |
| 3Y | +68.5% | +36.7% | +31.7% | +34.6% |
| 5Y | +85.0% | +26.8% | +58.2% | +51.0% |
| All | +584.1% | +259.0% | +325.1% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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