+19.4%
MA vs FIX
+14.0%
+5.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | +1.3% |
| 7D | -0.3% | -7.2% | +6.9% | -0.9% |
| 30D | +11.3% | -35.1% | +46.4% | +7.6% |
| 3M | +16.7% | -34.3% | +50.9% | +13.0% |
| 6M | +32.8% | -42.9% | +75.7% | +27.3% |
| YTD | +15.6% | +19.5% | -3.8% | +14.5% |
| All | +19.4% | +14.0% | +5.3% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling