+568.4%
MA vs FITB
+231.2%
+337.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +11.8% | +7.0% | +4.8% | +9.1% |
| 3M | +17.2% | -4.4% | +21.5% | +19.0% |
| 6M | +33.4% | +11.6% | +21.8% | +27.6% |
| YTD | +16.1% | +18.6% | -2.5% | +8.0% |
| 1Y | +19.9% | +29.8% | -9.9% | +7.7% |
| 3Y | +70.1% | +140.7% | -70.6% | +17.8% |
| 5Y | +89.6% | +48.6% | +41.0% | +54.4% |
| 10Y | +568.4% | +224.4% | +344.0% | +285.9% |
| All | +568.4% | +231.2% | +337.2% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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