+73.1%
MA vs FFIV
+91.3%
-18.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | +1.5% | -5.1% | +6.6% | +2.9% |
| 3M | +20.4% | -4.5% | +24.9% | +21.2% |
| 6M | +11.1% | +36.5% | -25.3% | -0.5% |
| YTD | +2.0% | +53.0% | -51.0% | -12.5% |
| 1Y | -2.2% | +24.2% | -26.4% | -10.5% |
| 3Y | +41.9% | +137.2% | -95.3% | +1.7% |
| All | +73.1% | +91.3% | -18.2% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling