+200.5%
MA vs FOXA
+91.7%
+108.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.1% |
| 7D | -0.5% | -2.9% | +2.4% | +0.5% |
| 30D | +7.9% | +5.1% | +2.8% | +5.9% |
| 3M | +16.8% | +4.7% | +12.1% | +14.5% |
| 6M | +31.0% | -0.2% | +31.2% | +29.1% |
| YTD | +15.0% | -9.2% | +24.3% | +16.8% |
| 1Y | +17.0% | -0.6% | +17.6% | +14.7% |
| 3Y | +68.5% | +125.7% | -57.2% | +18.0% |
| 5Y | +85.0% | +70.2% | +14.8% | +42.2% |
| All | +200.5% | +91.7% | +108.8% | +83.4% |
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