+87.3%
MA vs EQT
+169.4%
-82.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | +11.0% | -0.7% | +11.7% | +11.0% |
| 3M | +17.9% | -2.8% | +20.6% | +18.1% |
| 6M | +33.2% | -6.1% | +39.2% | +33.9% |
| YTD | +16.5% | -0.5% | +17.0% | +15.8% |
| 1Y | +19.1% | -12.1% | +31.2% | +20.5% |
| 3Y | +70.6% | +40.4% | +30.2% | +57.7% |
| All | +87.3% | +169.4% | -82.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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