+68.5%
MA vs EW
+60.7%
+7.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | +4.9% | -5.4% | -1.2% |
| 30D | +7.9% | +24.1% | -16.2% | +4.8% |
| 3M | +16.8% | +13.7% | +3.1% | +14.6% |
| 6M | +31.0% | +32.7% | -1.7% | +26.1% |
| YTD | +15.0% | +24.1% | -9.1% | +11.5% |
| 1Y | +17.0% | +23.6% | -6.6% | +13.4% |
| All | +68.5% | +60.7% | +7.8% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling