+553.1%
MA vs FDX
+153.7%
+399.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.4% |
| 7D | +2.3% | -1.6% | +3.9% | +2.9% |
| 30D | +14.7% | +6.6% | +8.1% | +12.3% |
| 3M | +13.5% | -2.1% | +15.6% | +14.1% |
| 6M | +33.1% | +2.2% | +31.0% | +31.3% |
| YTD | +15.1% | +33.9% | -18.9% | +2.3% |
| 1Y | +18.7% | +50.2% | -31.5% | +1.3% |
| 3Y | +72.1% | +65.5% | +6.5% | +35.8% |
| 5Y | +92.8% | +74.1% | +18.7% | +44.0% |
| All | +553.1% | +153.7% | +399.4% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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