+72.1%
MA vs FDS
-23.2%
+95.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +14.7% | +20.2% | -5.5% | +9.8% |
| 3M | +13.5% | +19.9% | -6.4% | +8.4% |
| 6M | +33.1% | +56.2% | -23.0% | +17.9% |
| YTD | +15.1% | +14.6% | +0.5% | +11.0% |
| 1Y | +18.7% | +31.6% | -12.9% | +8.6% |
| 3Y | +72.1% | -23.8% | +95.9% | +92.5% |
| All | +72.1% | -23.2% | +95.2% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling