+15,692.2%
MA vs FE
+118.8%
+15,573.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | +15.9% | +6.4% | +9.5% | +13.0% |
| 3M | +15.2% | -0.5% | +15.6% | +15.3% |
| 6M | +32.4% | +4.7% | +27.6% | +29.5% |
| YTD | +15.6% | +8.4% | +7.3% | +11.1% |
| 1Y | +19.3% | +7.2% | +12.1% | +15.1% |
| 3Y | +73.0% | +44.9% | +28.1% | +44.5% |
| 5Y | +93.7% | +46.3% | +47.5% | +59.0% |
| 10Y | +575.0% | +110.3% | +464.7% | +346.2% |
| All | +15,692.2% | +118.8% | +15,573.4% | +10,539.6% |
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