+592.6%
MA vs EW
+249.9%
+342.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.4% |
| 7D | -1.8% | +6.5% | -8.3% | -4.2% |
| 30D | +11.0% | +22.5% | -11.4% | +2.4% |
| 3M | +17.9% | +13.0% | +4.9% | +12.0% |
| 6M | +33.2% | +37.1% | -4.0% | +16.9% |
| YTD | +16.5% | +24.1% | -7.6% | +5.7% |
| 1Y | +19.1% | +24.2% | -5.2% | +7.9% |
| 3Y | +70.6% | +64.8% | +5.8% | +26.1% |
| 5Y | +92.1% | -7.4% | +99.5% | +83.0% |
| All | +592.6% | +249.9% | +342.7% | +295.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling