+1,369.4%
MA vs FIVE
+868.1%
+501.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.1% |
| 7D | -2.7% | +4.3% | -7.0% | -3.6% |
| 30D | +1.5% | +12.5% | -11.0% | -1.0% |
| 3M | +20.4% | +31.2% | -10.8% | +13.6% |
| 6M | +11.1% | +14.4% | -3.2% | +6.8% |
| YTD | +2.0% | +33.9% | -31.9% | -5.3% |
| 1Y | -2.2% | +65.1% | -67.2% | -13.5% |
| 3Y | +41.9% | +49.0% | -7.1% | +21.1% |
| 5Y | +75.4% | +30.3% | +45.1% | +49.4% |
| 10Y | +527.5% | +481.1% | +46.4% | +286.4% |
| All | +1,369.4% | +868.1% | +501.3% | +713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling