+96.0%
MA vs CP
+27.1%
+69.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.3% |
| 7D | -0.3% | +2.8% | -3.1% | -1.3% |
| 30D | +11.3% | +11.3% | 0.0% | +7.0% |
| 3M | +16.7% | +2.9% | +13.8% | +15.3% |
| 6M | +32.8% | +9.8% | +23.0% | +27.5% |
| YTD | +15.6% | +28.5% | -12.9% | +3.2% |
| 1Y | +19.6% | +33.5% | -13.9% | +5.0% |
| 3Y | +72.1% | +31.9% | +40.2% | +46.9% |
| 5Y | +96.0% | +25.5% | +70.5% | +72.7% |
| All | +96.0% | +27.1% | +69.0% | +72.7% |
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