+13,824.2%
MA vs EW
+2,359.1%
+11,465.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +1.5% | +1.0% | +0.5% | +1.1% |
| 3M | +20.4% | +2.8% | +17.6% | +19.0% |
| 6M | +11.1% | +5.5% | +5.6% | +8.4% |
| YTD | +2.0% | +5.5% | -3.5% | -0.8% |
| 1Y | -2.2% | +11.0% | -13.2% | -6.9% |
| 3Y | +41.9% | +17.7% | +24.2% | +25.0% |
| 5Y | +75.4% | -25.7% | +101.1% | +80.4% |
| 10Y | +527.5% | +132.8% | +394.7% | +315.0% |
| All | +13,824.2% | +2,359.1% | +11,465.1% | +2,943.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling