+553.1%
MA vs FE
+105.3%
+447.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +2.3% | -1.0% | +3.3% | +2.7% |
| 30D | +14.7% | +4.1% | +10.5% | +13.0% |
| 3M | +13.5% | -1.0% | +14.5% | +13.8% |
| 6M | +33.1% | +4.0% | +29.1% | +31.0% |
| YTD | +15.1% | +6.8% | +8.2% | +11.8% |
| 1Y | +18.7% | +5.3% | +13.4% | +15.9% |
| 3Y | +72.1% | +44.6% | +27.5% | +47.4% |
| 5Y | +92.8% | +44.2% | +48.6% | +63.5% |
| All | +553.1% | +105.3% | +447.8% | +440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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