+66.3%
MA vs FOXA
+87.1%
-20.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -3.5% | -5.4% | +1.9% | -1.9% |
| 30D | +0.8% | +1.1% | -0.4% | +0.3% |
| 3M | +14.8% | -6.1% | +20.9% | +15.9% |
| 6M | +10.0% | +8.2% | +1.7% | +5.7% |
| YTD | -0.1% | -11.8% | +11.7% | +2.5% |
| 1Y | -2.2% | +9.9% | -12.1% | -7.2% |
| 3Y | +39.3% | +110.7% | -71.5% | +3.5% |
| 5Y | +66.3% | +86.9% | -20.6% | +26.0% |
| All | +66.3% | +87.1% | -20.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling