+93.7%
MA vs CP
+27.2%
+66.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +3.2% | +6.1% | -2.9% | +1.0% |
| 30D | +15.9% | +9.8% | +6.2% | +12.0% |
| 3M | +15.2% | +2.7% | +12.4% | +13.8% |
| 6M | +32.4% | +12.8% | +19.6% | +25.7% |
| YTD | +15.6% | +28.2% | -12.5% | +3.4% |
| 1Y | +19.3% | +34.1% | -14.8% | +4.5% |
| 3Y | +73.0% | +28.9% | +44.1% | +49.5% |
| 5Y | +93.7% | +27.1% | +66.7% | +67.9% |
| All | +93.7% | +27.2% | +66.6% | +67.9% |
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 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