+15,692.2%
MA vs F
+263.2%
+15,428.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +15.9% | +2.0% | +13.9% | +15.2% |
| 3M | +15.2% | -10.4% | +25.5% | +18.6% |
| 6M | +32.4% | +9.7% | +22.7% | +26.2% |
| YTD | +15.6% | -1.2% | +16.8% | +13.3% |
| 1Y | +19.3% | 0.0% | +19.3% | +16.3% |
| 3Y | +73.0% | +41.1% | +31.9% | +45.0% |
| 5Y | +93.7% | -11.4% | +105.2% | +81.0% |
| 10Y | +575.0% | +85.0% | +490.0% | +355.5% |
| All | +15,692.2% | +263.2% | +15,428.9% | +7,066.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling