+70.1%
MA vs FIX
+497.3%
-427.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | +1.8% | -13.9% | +15.7% | +2.0% |
| 30D | +11.8% | -35.5% | +47.4% | +13.0% |
| 3M | +17.2% | -33.9% | +51.1% | +18.2% |
| 6M | +33.4% | -43.3% | +76.7% | +35.0% |
| YTD | +16.1% | +18.7% | -2.5% | +10.8% |
| 1Y | +19.9% | +13.8% | +6.2% | +14.6% |
| 3Y | +70.1% | +495.0% | -424.9% | +29.2% |
| All | +70.1% | +497.3% | -427.2% | +29.2% |
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