+73.1%
MA vs FIX
+2,061.9%
-1,988.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | -2.7% | +6.0% | -8.7% | -3.4% |
| 30D | +1.5% | -7.2% | +8.8% | +2.2% |
| 3M | +20.4% | -15.9% | +36.3% | +21.9% |
| 6M | +11.1% | +12.7% | -1.6% | +7.0% |
| YTD | +2.0% | +72.8% | -70.8% | -8.8% |
| 1Y | -2.2% | +122.9% | -125.0% | -17.3% |
| 3Y | +41.9% | +774.3% | -732.4% | -22.0% |
| All | +73.1% | +2,061.9% | -1,988.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling