+569.6%
MA vs FIVE
+535.9%
+33.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +11.0% | +17.4% | -6.4% | +7.1% |
| 3M | +17.9% | +7.0% | +10.8% | +15.7% |
| 6M | +33.2% | +20.5% | +12.7% | +26.5% |
| YTD | +16.5% | +33.1% | -16.6% | +7.3% |
| 1Y | +19.1% | +67.1% | -48.0% | +3.9% |
| 3Y | +70.6% | +41.9% | +28.7% | +45.6% |
| 5Y | +92.1% | +21.1% | +71.1% | +65.0% |
| 10Y | +569.6% | +518.8% | +50.8% | +316.6% |
| All | +569.6% | +535.9% | +33.7% | +316.6% |
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