+93.7%
MA vs FIX
+929.6%
-835.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.6% | +9.1% | -1.4% |
| 7D | +3.2% | -27.2% | +30.4% | +5.9% |
| 30D | +15.9% | -46.9% | +62.9% | +22.7% |
| 3M | +15.2% | -44.4% | +59.6% | +21.0% |
| 6M | +32.4% | -50.9% | +83.3% | +40.0% |
| YTD | +15.6% | +3.5% | +12.1% | +8.2% |
| 1Y | +19.3% | -2.1% | +21.4% | +12.3% |
| 3Y | +73.0% | +418.7% | -345.8% | 0.0% |
| 5Y | +93.7% | +894.6% | -800.8% | -19.4% |
| All | +93.7% | +929.6% | -835.8% | -19.4% |
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 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