+16,095.7%
MA vs FIX
+10,366.1%
+5,729.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -15.1% | +19.0% | +7.8% |
| 7D | +10.2% | -18.9% | +29.1% | +15.4% |
| 30D | +19.3% | -36.3% | +55.6% | +32.2% |
| 3M | +18.0% | -38.5% | +56.5% | +31.0% |
| 6M | +33.7% | -42.3% | +76.0% | +48.1% |
| YTD | +18.6% | +17.1% | +1.5% | +5.1% |
| 1Y | +22.5% | +14.4% | +8.1% | +8.6% |
| 3Y | +77.4% | +486.7% | -409.3% | -14.7% |
| 5Y | +106.6% | +1,083.7% | -977.1% | -23.6% |
| 10Y | +592.2% | +3,932.4% | -3,340.2% | +55.0% |
| All | +16,095.7% | +10,366.1% | +5,729.5% | +2,036.1% |
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