+19.8%
MA vs FITB
+30.8%
-11.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +1.3% | +2.8% | -1.5% | +0.5% |
| 30D | +9.6% | +9.8% | -0.2% | +7.1% |
| 3M | +16.8% | -5.2% | +21.9% | +18.3% |
| 6M | +35.2% | +17.3% | +17.9% | +29.4% |
| YTD | +16.6% | +19.3% | -2.7% | +10.0% |
| 1Y | +19.8% | +32.7% | -12.9% | +8.2% |
| All | +19.8% | +30.8% | -11.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling