+88.5%
MA vs FITB
+48.6%
+39.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +1.3% | +2.8% | -1.5% | +0.4% |
| 30D | +9.6% | +9.8% | -0.2% | +6.3% |
| 3M | +16.8% | -5.2% | +21.9% | +18.7% |
| 6M | +35.2% | +17.3% | +17.9% | +27.7% |
| YTD | +16.6% | +19.3% | -2.7% | +9.0% |
| 1Y | +19.8% | +32.7% | -12.9% | +7.9% |
| 3Y | +70.7% | +141.6% | -70.9% | +21.5% |
| All | +88.5% | +48.6% | +39.9% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling