+19.4%
MA vs EW
+26.8%
-7.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | 0.0% |
| 7D | -0.3% | +12.3% | -12.6% | -2.6% |
| 30D | +11.3% | +22.9% | -11.6% | +7.0% |
| 3M | +16.7% | +16.7% | 0.0% | +13.1% |
| 6M | +32.8% | +31.0% | +1.8% | +26.8% |
| YTD | +15.6% | +22.8% | -7.2% | +12.0% |
| All | +19.4% | +26.8% | -7.5% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling