+70.6%
MA vs FIX
+529.6%
-459.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | +0.2% |
| 7D | -1.8% | +6.4% | -8.2% | -1.9% |
| 30D | +11.0% | -29.1% | +40.1% | +11.9% |
| 3M | +17.9% | -31.1% | +49.0% | +18.8% |
| 6M | +33.2% | -42.8% | +76.0% | +34.9% |
| YTD | +16.5% | +24.6% | -8.2% | +11.0% |
| 1Y | +19.1% | +21.9% | -2.8% | +13.5% |
| All | +70.6% | +529.6% | -459.0% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling