+15,692.2%
MA vs EW
+2,657.8%
+13,034.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | +3.2% | +6.8% | -3.6% | +0.7% |
| 30D | +15.9% | +16.6% | -0.6% | +9.6% |
| 3M | +15.2% | +13.3% | +1.8% | +9.8% |
| 6M | +32.4% | +21.6% | +10.8% | +22.7% |
| YTD | +15.6% | +18.3% | -2.6% | +7.7% |
| 1Y | +19.3% | +21.7% | -2.4% | +9.9% |
| 3Y | +73.0% | +50.3% | +22.7% | +38.7% |
| 5Y | +93.7% | -15.0% | +108.8% | +89.5% |
| 10Y | +575.0% | +237.5% | +337.5% | +296.3% |
| All | +15,692.2% | +2,657.8% | +13,034.4% | +3,205.5% |
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