+72.1%
MA vs EXC
+26.3%
+45.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | +14.7% | +10.0% | +4.7% | +12.8% |
| 3M | +13.5% | +1.6% | +11.9% | +13.1% |
| 6M | +33.1% | +3.3% | +29.9% | +32.2% |
| YTD | +15.1% | +7.6% | +7.5% | +13.1% |
| 1Y | +18.7% | +3.5% | +15.3% | +17.7% |
| 3Y | +72.1% | +27.7% | +44.4% | +64.0% |
| All | +72.1% | +26.3% | +45.8% | +64.0% |
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