+72.1%
MA vs EW
+51.9%
+20.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +2.3% | +11.0% | -8.7% | +0.8% |
| 30D | +14.7% | +19.1% | -4.4% | +12.0% |
| 3M | +13.5% | +14.4% | -0.9% | +11.4% |
| 6M | +33.1% | +22.8% | +10.4% | +29.4% |
| YTD | +15.1% | +19.8% | -4.7% | +12.1% |
| 1Y | +18.7% | +23.9% | -5.2% | +15.1% |
| 3Y | +72.1% | +52.2% | +19.9% | +62.8% |
| All | +72.1% | +51.9% | +20.1% | +62.8% |
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 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