+554.8%
MA vs EW
+236.4%
+318.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.5% |
| 7D | -0.3% | +12.3% | -12.6% | -4.9% |
| 30D | +11.3% | +22.9% | -11.6% | +2.5% |
| 3M | +16.7% | +16.7% | 0.0% | +9.4% |
| 6M | +32.8% | +31.0% | +1.8% | +18.7% |
| YTD | +15.6% | +22.8% | -7.2% | +5.3% |
| 1Y | +19.6% | +25.6% | -6.0% | +7.9% |
| 3Y | +72.1% | +62.0% | +10.1% | +28.2% |
| 5Y | +96.0% | -12.8% | +108.8% | +92.6% |
| 10Y | +554.8% | +239.8% | +315.0% | +270.8% |
| All | +554.8% | +236.4% | +318.4% | +270.8% |
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