+521.8%
MA vs F
+98.4%
+423.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -2.7% | +5.3% | -8.0% | -4.2% |
| 30D | +1.5% | +4.6% | -3.1% | 0.0% |
| 3M | +20.4% | -3.7% | +24.1% | +21.2% |
| 6M | +11.1% | +16.8% | -5.7% | +4.1% |
| YTD | +2.0% | +15.3% | -13.3% | -4.4% |
| 1Y | -2.2% | +31.0% | -33.2% | -12.5% |
| 3Y | +41.9% | +45.4% | -3.5% | +17.4% |
| 5Y | +75.4% | +54.7% | +20.7% | +32.9% |
| All | +521.8% | +98.4% | +423.4% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling