+72.9%
MA vs FIX
+420.3%
-347.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.6% | +9.1% | -2.3% |
| 7D | +3.2% | -27.2% | +30.4% | +3.8% |
| 30D | +15.9% | -46.9% | +62.9% | +17.7% |
| 3M | +15.2% | -44.4% | +59.6% | +16.6% |
| 6M | +32.4% | -50.9% | +83.3% | +34.4% |
| YTD | +15.6% | +3.5% | +12.1% | +10.6% |
| 1Y | +19.3% | -2.1% | +21.4% | +14.5% |
| All | +72.9% | +420.3% | -347.3% | +31.4% |
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 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