+584.1%
MA vs FIVE
+505.3%
+78.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -0.5% | +2.4% | -3.0% | -1.1% |
| 30D | +7.9% | +15.8% | -7.9% | +4.4% |
| 3M | +16.8% | +3.8% | +13.0% | +15.4% |
| 6M | +31.0% | +18.5% | +12.5% | +24.8% |
| YTD | +15.0% | +31.2% | -16.2% | +6.3% |
| 1Y | +17.0% | +61.8% | -44.8% | +2.9% |
| 3Y | +68.5% | +39.9% | +28.6% | +44.3% |
| 5Y | +85.0% | +18.3% | +66.7% | +59.8% |
| All | +584.1% | +505.3% | +78.8% | +325.1% |
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