+13,824.2%
MA vs FFIV
+1,593.6%
+12,230.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.3% |
| 6M | +11.1% | +36.5% | -25.3% | -0.2% |
| YTD | +2.0% | +53.0% | -51.0% | -12.1% |
| 1Y | -2.2% | +24.2% | -26.4% | -10.4% |
| 3Y | +41.9% | +137.2% | -95.3% | +4.4% |
| 5Y | +75.4% | +91.8% | -16.4% | +35.4% |
| 10Y | +527.5% | +215.2% | +312.4% | +307.0% |
| All | +13,824.2% | +1,593.6% | +12,230.5% | +5,006.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling