+92.3%
MA vs FIVE
+14.2%
+78.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +14.7% | +17.7% | -3.0% | +11.9% |
| 3M | +13.5% | +4.0% | +9.5% | +12.6% |
| 6M | +33.1% | +2.6% | +30.5% | +31.8% |
| YTD | +15.1% | +27.6% | -12.5% | +9.5% |
| 1Y | +18.7% | +59.9% | -41.2% | +8.8% |
| 3Y | +72.1% | +35.8% | +36.3% | +58.1% |
| All | +92.3% | +14.2% | +78.2% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling