+584.1%
MA vs FE
+123.7%
+460.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +7.9% | +3.9% | +4.0% | +6.5% |
| 3M | +16.8% | -0.1% | +16.9% | +16.7% |
| 6M | +31.0% | +6.1% | +24.9% | +28.0% |
| YTD | +15.0% | +8.1% | +7.0% | +11.3% |
| 1Y | +17.0% | +4.4% | +12.6% | +14.6% |
| 3Y | +68.5% | +49.0% | +19.5% | +42.6% |
| 5Y | +85.0% | +46.1% | +38.8% | +56.0% |
| All | +584.1% | +123.7% | +460.4% | +455.7% |
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