+554.8%
MA vs FIX
+4,032.2%
-3,477.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | -1.2% |
| 7D | -0.3% | -7.2% | +6.9% | +0.3% |
| 30D | +11.3% | -35.1% | +46.4% | +19.5% |
| 3M | +16.7% | -34.3% | +50.9% | +24.2% |
| 6M | +32.8% | -42.9% | +75.7% | +43.6% |
| YTD | +15.6% | +19.5% | -3.8% | +3.6% |
| 1Y | +19.6% | +16.8% | +2.8% | +7.2% |
| 3Y | +72.1% | +506.7% | -434.6% | -12.1% |
| 5Y | +96.0% | +1,046.7% | -950.7% | -21.6% |
| 10Y | +554.8% | +3,800.0% | -3,245.2% | +74.6% |
| All | +554.8% | +4,032.2% | -3,477.4% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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