+553.1%
MA vs CP
+253.8%
+299.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | +2.3% | +2.8% | -0.5% | +0.9% |
| 30D | +14.7% | +10.2% | +4.5% | +9.0% |
| 3M | +13.5% | +2.4% | +11.1% | +11.8% |
| 6M | +33.1% | +7.7% | +25.4% | +27.1% |
| YTD | +15.1% | +26.0% | -10.9% | -0.2% |
| 1Y | +18.7% | +34.6% | -15.9% | -0.8% |
| 3Y | +72.1% | +26.7% | +45.4% | +43.7% |
| 5Y | +92.8% | +24.9% | +67.9% | +58.5% |
| All | +553.1% | +253.8% | +299.3% | +210.5% |
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