+554.8%
MA vs FITB
+247.7%
+307.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.4% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +11.3% | +7.3% | +4.0% | +8.5% |
| 3M | +16.7% | -4.0% | +20.7% | +18.3% |
| 6M | +32.8% | +11.9% | +20.9% | +26.9% |
| YTD | +15.6% | +19.0% | -3.4% | +7.4% |
| 1Y | +19.6% | +31.0% | -11.5% | +7.1% |
| 3Y | +72.1% | +143.8% | -71.7% | +18.7% |
| 5Y | +96.0% | +48.9% | +47.2% | +59.6% |
| 10Y | +554.8% | +236.6% | +318.2% | +284.5% |
| All | +554.8% | +247.7% | +307.1% | +284.5% |
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