+13,824.2%
MA vs FE
+117.3%
+13,706.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.7% | +1.9% | -4.6% | -3.5% |
| 30D | +1.5% | -1.2% | +2.7% | +2.0% |
| 3M | +20.4% | +3.5% | +16.9% | +18.5% |
| 6M | +11.1% | -6.1% | +17.2% | +13.8% |
| YTD | +2.0% | +7.6% | -5.7% | -1.7% |
| 1Y | -2.2% | +11.9% | -14.1% | -7.4% |
| 3Y | +41.9% | +48.4% | -6.5% | +17.0% |
| 5Y | +75.4% | +44.8% | +30.6% | +44.4% |
| 10Y | +527.5% | +115.9% | +411.7% | +309.0% |
| All | +13,824.2% | +117.3% | +13,706.9% | +9,311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling