+13,824.2%
MA vs EXC
+139.9%
+13,684.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +1.5% | -3.7% | +5.3% | +3.3% |
| 3M | +20.4% | -1.3% | +21.7% | +20.9% |
| 6M | +11.1% | -9.7% | +20.8% | +16.2% |
| YTD | +2.0% | +2.9% | -0.9% | -0.5% |
| 1Y | -2.2% | +4.4% | -6.5% | -5.4% |
| 3Y | +41.9% | +22.2% | +19.7% | +24.3% |
| 5Y | +75.4% | +46.7% | +28.6% | +37.8% |
| 10Y | +527.5% | +155.3% | +372.2% | +259.4% |
| All | +13,824.2% | +139.9% | +13,684.3% | +8,188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling