+92.3%
MA vs FITB
+44.6%
+47.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +2.3% | -1.5% | +3.8% | +2.9% |
| 30D | +14.7% | +5.8% | +8.8% | +12.6% |
| 3M | +13.5% | -6.1% | +19.6% | +15.8% |
| 6M | +33.1% | +5.9% | +27.2% | +30.1% |
| YTD | +15.1% | +16.1% | -1.0% | +8.6% |
| 1Y | +18.7% | +28.8% | -10.1% | +8.0% |
| 3Y | +72.1% | +126.0% | -53.9% | +25.6% |
| All | +92.3% | +44.6% | +47.7% | +67.1% |
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