+72.1%
MA vs GAP
+67.6%
+4.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | -0.1% |
| 7D | +2.3% | -3.8% | +6.1% | +2.7% |
| 30D | +14.7% | -9.0% | +23.7% | +15.6% |
| 3M | +13.5% | +5.5% | +8.0% | +12.8% |
| 6M | +33.1% | -11.1% | +44.2% | +33.8% |
| YTD | +15.1% | -13.6% | +28.6% | +15.8% |
| 1Y | +18.7% | -2.9% | +21.6% | +18.2% |
| 3Y | +72.1% | +69.6% | +2.5% | +65.4% |
| All | +72.1% | +67.6% | +4.5% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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