+204.2%
MA vs FOXA
+98.3%
+105.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | +11.0% | +8.6% | +2.4% | +7.7% |
| 3M | +17.9% | +9.9% | +8.0% | +13.6% |
| 6M | +33.2% | +0.8% | +32.3% | +30.8% |
| YTD | +16.5% | -6.1% | +22.6% | +16.9% |
| 1Y | +19.1% | +3.3% | +15.8% | +15.2% |
| 3Y | +70.6% | +133.5% | -62.9% | +18.0% |
| 5Y | +92.1% | +75.8% | +16.3% | +46.1% |
| All | +204.2% | +98.3% | +105.9% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling