+553.1%
MA vs FFIV
+126.1%
+427.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | -8.1% | +10.4% | +5.3% |
| 30D | +14.7% | -33.4% | +48.1% | +30.5% |
| 3M | +13.5% | -24.7% | +38.2% | +22.7% |
| 6M | +33.1% | -8.8% | +42.0% | +32.2% |
| YTD | +15.1% | +21.8% | -6.7% | +0.6% |
| 1Y | +18.7% | +25.3% | -6.6% | +2.5% |
| 3Y | +72.1% | +101.2% | -29.1% | +16.6% |
| 5Y | +92.8% | +40.2% | +52.6% | +49.5% |
| All | +553.1% | +126.1% | +427.0% | +272.0% |
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