+569.6%
MA vs FITB
+226.2%
+343.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | +11.0% | +7.0% | +4.0% | +8.3% |
| 3M | +17.9% | -4.8% | +22.6% | +19.9% |
| 6M | +33.2% | +13.5% | +19.6% | +26.5% |
| YTD | +16.5% | +19.1% | -2.6% | +8.2% |
| 1Y | +19.1% | +30.8% | -11.7% | +6.7% |
| 3Y | +70.6% | +141.6% | -71.1% | +17.9% |
| 5Y | +92.1% | +48.3% | +43.8% | +56.5% |
| 10Y | +569.6% | +215.9% | +353.6% | +282.8% |
| All | +569.6% | +226.2% | +343.4% | +282.8% |
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