+15,692.2%
MA vs EXC
+155.7%
+15,536.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +3.2% | +1.4% | +1.8% | +2.5% |
| 30D | +15.9% | +11.6% | +4.3% | +10.0% |
| 3M | +15.2% | +2.7% | +12.5% | +13.5% |
| 6M | +32.4% | +2.7% | +29.7% | +30.1% |
| YTD | +15.6% | +9.7% | +5.9% | +9.4% |
| 1Y | +19.3% | +4.5% | +14.8% | +15.4% |
| 3Y | +73.0% | +28.5% | +44.5% | +48.2% |
| 5Y | +93.7% | +43.9% | +49.8% | +54.2% |
| 10Y | +575.0% | +183.7% | +391.2% | +267.4% |
| All | +15,692.2% | +155.7% | +15,536.4% | +9,006.5% |
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