+568.4%
MA vs FIVE
+562.8%
+5.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.8% | +7.3% | -5.5% | +0.2% |
| 30D | +11.8% | +18.1% | -6.2% | +7.7% |
| 3M | +17.2% | +7.7% | +9.5% | +14.9% |
| 6M | +33.4% | +13.6% | +19.8% | +28.3% |
| YTD | +16.1% | +34.6% | -18.4% | +6.7% |
| 1Y | +19.9% | +66.2% | -46.3% | +4.8% |
| 3Y | +70.1% | +43.5% | +26.6% | +44.9% |
| 5Y | +89.6% | +20.7% | +69.0% | +63.2% |
| 10Y | +568.4% | +541.5% | +27.0% | +315.2% |
| All | +568.4% | +562.8% | +5.7% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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