+92.1%
MA vs EXC
+40.5%
+51.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.8% | -1.4% | -0.4% | -1.4% |
| 30D | +11.0% | +8.3% | +2.7% | +8.3% |
| 3M | +17.9% | +2.6% | +15.2% | +16.8% |
| 6M | +33.2% | +5.2% | +28.0% | +30.7% |
| YTD | +16.5% | +7.5% | +8.9% | +12.9% |
| 1Y | +19.1% | +3.2% | +15.9% | +17.1% |
| 3Y | +70.6% | +29.5% | +41.0% | +52.2% |
| 5Y | +92.1% | +39.7% | +52.5% | +51.1% |
| All | +92.1% | +40.5% | +51.7% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling