+19.4%
MA vs EXC
+2.5%
+16.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | +11.3% | +9.3% | +2.0% | +10.8% |
| 3M | +16.7% | +1.0% | +15.6% | +16.4% |
| 6M | +32.8% | +5.9% | +26.8% | +33.0% |
| YTD | +15.6% | +7.6% | +8.0% | +17.3% |
| All | +19.4% | +2.5% | +16.8% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling