+32.4%
MA vs FFIV
-5.7%
+38.1%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -2.7% |
| 7D | +3.2% | -14.2% | +17.4% | +2.7% |
| 30D | +15.9% | -33.6% | +49.6% | +14.6% |
| 3M | +15.2% | -24.2% | +39.4% | +15.0% |
| 6M | +32.4% | -8.3% | +40.7% | +31.2% |
| All | +32.4% | -5.7% | +38.1% | +31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling