+70.1%
MA vs FOXA
+134.4%
-64.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +11.8% | +7.9% | +3.9% | +9.9% |
| 3M | +17.2% | +6.7% | +10.5% | +15.3% |
| 6M | +33.4% | +7.5% | +25.9% | +29.7% |
| YTD | +16.1% | -6.9% | +23.1% | +16.9% |
| 1Y | +19.9% | +2.2% | +17.7% | +17.7% |
| 3Y | +70.1% | +131.4% | -61.3% | +46.4% |
| All | +70.1% | +134.4% | -64.4% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling