+73.1%
MA vs CP
+32.0%
+41.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | -2.7% | 0.0% | -1.7% |
| 30D | +1.5% | +0.2% | +1.4% | +1.3% |
| 3M | +20.4% | +2.6% | +17.9% | +18.9% |
| 6M | +11.1% | +6.0% | +5.2% | +7.9% |
| YTD | +2.0% | +24.9% | -23.0% | -7.9% |
| 1Y | -2.2% | +20.1% | -22.3% | -10.2% |
| 3Y | +41.9% | +16.4% | +25.5% | +28.9% |
| All | +73.1% | +32.0% | +41.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling