+159.9%
MA vs FOXA
+90.1%
+69.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -1.1% |
| 7D | -3.5% | -3.7% | +0.3% | -2.2% |
| 30D | +0.7% | +5.4% | -4.7% | -1.3% |
| 3M | +15.8% | -3.7% | +19.5% | +16.0% |
| 6M | +10.2% | +12.6% | -2.4% | +3.8% |
| YTD | -0.5% | -10.0% | +9.5% | +1.6% |
| 1Y | -1.8% | +15.0% | -16.8% | -9.0% |
| 3Y | +38.7% | +115.1% | -76.4% | -0.9% |
| 5Y | +67.6% | +93.0% | -25.4% | +22.5% |
| All | +159.9% | +90.1% | +69.8% | +59.5% |
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