+13,624.1%
MA vs EQT
+283.5%
+13,340.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.8% | -0.8% | -0.9% | -1.6% |
| 30D | +1.4% | +6.6% | -5.2% | -0.1% |
| 3M | +17.7% | +4.4% | +13.4% | +16.3% |
| 6M | +9.7% | -10.5% | +20.2% | +11.8% |
| YTD | +0.5% | +3.7% | -3.2% | -1.2% |
| 1Y | -2.1% | +9.9% | -11.9% | -5.3% |
| 3Y | +40.1% | +35.4% | +4.7% | +25.7% |
| 5Y | +67.5% | +189.2% | -121.7% | +18.3% |
| 10Y | +505.6% | +50.7% | +454.9% | +342.3% |
| All | +13,624.1% | +283.5% | +13,340.6% | +5,119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling