+13,824.1%
MA vs FIX
+15,343.9%
-1,519.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | -2.7% | +6.0% | -8.7% | -4.2% |
| 30D | +1.5% | -7.2% | +8.8% | +3.1% |
| 3M | +20.4% | -15.9% | +36.3% | +23.7% |
| 6M | +11.1% | +12.7% | -1.6% | +3.5% |
| YTD | +2.0% | +72.8% | -70.8% | -16.9% |
| 1Y | -2.2% | +122.9% | -125.0% | -27.4% |
| 3Y | +41.9% | +774.3% | -732.4% | -37.8% |
| 5Y | +75.4% | +2,049.5% | -1,974.1% | -44.5% |
| 10Y | +527.5% | +5,821.5% | -5,293.9% | +28.8% |
| All | +13,824.1% | +15,343.9% | -1,519.7% | +1,589.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling