+88.5%
MA vs F
-15.5%
+104.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.3% | -3.1% | +4.4% | +2.0% |
| 30D | +9.6% | 0.0% | +9.6% | +9.6% |
| 3M | +16.8% | -13.2% | +30.0% | +20.2% |
| 6M | +35.2% | -10.2% | +45.4% | +36.9% |
| YTD | +16.6% | -4.9% | +21.5% | +15.6% |
| 1Y | +19.8% | -6.1% | +25.9% | +19.2% |
| 3Y | +70.7% | +46.0% | +24.7% | +44.0% |
| All | +88.5% | -15.5% | +104.0% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling