+15,614.6%
MA vs EW
+2,693.9%
+12,920.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | +2.3% | +11.0% | -8.7% | -1.5% |
| 30D | +14.7% | +19.1% | -4.4% | +7.6% |
| 3M | +13.5% | +14.4% | -0.9% | +7.9% |
| 6M | +33.1% | +22.8% | +10.4% | +23.0% |
| YTD | +15.1% | +19.8% | -4.7% | +6.7% |
| 1Y | +18.7% | +23.9% | -5.2% | +8.6% |
| 3Y | +72.1% | +52.2% | +19.9% | +37.4% |
| 5Y | +92.8% | -13.9% | +106.7% | +87.6% |
| 10Y | +571.6% | +241.9% | +329.8% | +292.5% |
| All | +15,614.6% | +2,693.9% | +12,920.7% | +3,173.6% |
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