+43.3%
MA vs EXC
+22.2%
+21.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +1.5% | -3.7% | +5.3% | +2.2% |
| 3M | +20.4% | -1.3% | +21.7% | +20.6% |
| 6M | +11.1% | -9.7% | +20.8% | +13.0% |
| YTD | +2.0% | +2.9% | -0.9% | +1.1% |
| 1Y | -2.2% | +4.4% | -6.5% | -3.4% |
| All | +43.3% | +22.2% | +21.1% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling