+554.8%
MA vs EXC
+176.1%
+378.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.3% | -1.7% | +1.4% | +0.4% |
| 30D | +11.3% | +9.3% | +2.0% | +6.9% |
| 3M | +16.7% | +1.0% | +15.6% | +15.9% |
| 6M | +32.8% | +5.9% | +26.8% | +28.8% |
| YTD | +15.6% | +7.6% | +8.0% | +10.5% |
| 1Y | +19.6% | +2.4% | +17.2% | +16.9% |
| 3Y | +72.1% | +30.2% | +41.8% | +46.8% |
| 5Y | +96.0% | +41.4% | +54.7% | +57.2% |
| 10Y | +554.8% | +183.8% | +371.0% | +301.3% |
| All | +554.8% | +176.1% | +378.7% | +301.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling