+19.1%
MA vs FIVE
+66.9%
-47.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +11.0% | +17.4% | -6.4% | +10.1% |
| 3M | +17.9% | +7.0% | +10.8% | +17.4% |
| 6M | +33.2% | +20.5% | +12.7% | +31.7% |
| YTD | +16.5% | +33.1% | -16.6% | +10.8% |
| 1Y | +19.1% | +67.1% | -48.0% | +6.3% |
| All | +19.1% | +66.9% | -47.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling