+15,692.2%
MA vs FFIV
+1,252.2%
+14,440.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -0.9% |
| 7D | +3.2% | -14.2% | +17.4% | +7.8% |
| 30D | +15.9% | -33.6% | +49.6% | +29.5% |
| 3M | +15.2% | -24.2% | +39.4% | +23.0% |
| 6M | +32.4% | -8.3% | +40.7% | +32.4% |
| YTD | +15.6% | +22.1% | -6.5% | +5.1% |
| 1Y | +19.3% | +26.5% | -7.2% | +7.1% |
| 3Y | +73.0% | +102.3% | -29.3% | +31.4% |
| 5Y | +93.7% | +40.6% | +53.1% | +62.3% |
| 10Y | +575.0% | +129.7% | +445.3% | +373.7% |
| All | +15,692.2% | +1,252.2% | +14,440.0% | +6,000.3% |
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 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