+18.7%
MA vs FIX
+3.4%
+15.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | 0.0% |
| 7D | +2.3% | -17.5% | +19.8% | +0.7% |
| 30D | +14.7% | -41.6% | +56.2% | +9.9% |
| 3M | +13.5% | -40.6% | +54.1% | +9.0% |
| 6M | +33.1% | -49.4% | +82.5% | +26.5% |
| YTD | +15.1% | +9.2% | +5.9% | +13.0% |
| 1Y | +18.7% | +6.5% | +12.3% | +16.4% |
| All | +18.7% | +3.4% | +15.4% | +16.4% |
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