+13,824.2%
MA vs FDS
+756.3%
+13,067.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.6% |
| 7D | -2.7% | -1.9% | -0.8% | -1.8% |
| 30D | +1.5% | +9.0% | -7.5% | -3.1% |
| 3M | +20.4% | +18.9% | +1.6% | +8.5% |
| 6M | +11.1% | +35.1% | -24.0% | -7.8% |
| YTD | +2.0% | +5.5% | -3.5% | -5.2% |
| 1Y | -2.2% | -16.8% | +14.7% | +2.0% |
| 3Y | +41.9% | -28.1% | +69.9% | +57.4% |
| 5Y | +75.4% | -17.4% | +92.8% | +76.2% |
| 10Y | +527.5% | +85.4% | +442.1% | +281.6% |
| All | +13,824.2% | +756.3% | +13,067.8% | +3,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling