+569.6%
MA vs FFIV
+130.1%
+439.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -1.8% | -2.9% | +1.2% | -0.8% |
| 30D | +11.0% | -32.4% | +43.4% | +25.8% |
| 3M | +17.9% | -22.7% | +40.6% | +26.2% |
| 6M | +33.2% | -10.7% | +43.8% | +33.6% |
| YTD | +16.5% | +25.4% | -8.9% | +0.8% |
| 1Y | +19.1% | +34.2% | -15.1% | +0.1% |
| 3Y | +70.6% | +101.2% | -30.6% | +15.9% |
| 5Y | +92.1% | +42.0% | +50.2% | +48.6% |
| 10Y | +569.6% | +126.7% | +442.9% | +285.3% |
| All | +569.6% | +130.1% | +439.5% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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