+32.4%
MA vs FIVE
+3.9%
+28.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.3% |
| 7D | +3.2% | -1.7% | +4.9% | +3.2% |
| 30D | +15.9% | +14.9% | +1.0% | +15.9% |
| 3M | +15.2% | +7.6% | +7.5% | +15.8% |
| 6M | +32.4% | +6.4% | +26.0% | +32.1% |
| All | +32.4% | +3.9% | +28.4% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling