+92.3%
MA vs FDX
+72.6%
+19.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | +2.3% | -1.6% | +3.9% | +2.8% |
| 30D | +14.7% | +6.6% | +8.1% | +12.9% |
| 3M | +13.5% | -2.1% | +15.6% | +14.0% |
| 6M | +33.1% | +2.2% | +31.0% | +31.8% |
| YTD | +15.1% | +33.9% | -18.9% | +5.0% |
| 1Y | +18.7% | +50.2% | -31.5% | +4.9% |
| 3Y | +72.1% | +65.5% | +6.5% | +42.0% |
| All | +92.3% | +72.6% | +19.7% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling