+569.6%
MA vs FDX
+156.7%
+412.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -1.8% | -2.1% | +0.3% | -1.1% |
| 30D | +11.0% | +10.4% | +0.6% | +7.4% |
| 3M | +17.9% | +0.5% | +17.4% | +17.5% |
| 6M | +33.2% | +6.5% | +26.7% | +29.5% |
| YTD | +16.5% | +40.2% | -23.8% | +2.0% |
| 1Y | +19.1% | +52.1% | -33.0% | +1.3% |
| 3Y | +70.6% | +72.8% | -2.3% | +32.6% |
| 5Y | +92.1% | +76.3% | +15.8% | +43.2% |
| 10Y | +569.6% | +155.7% | +413.8% | +274.5% |
| All | +569.6% | +156.7% | +412.9% | +274.5% |
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