+553.1%
MA vs GD
+190.6%
+362.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | +2.3% | -5.0% | +7.3% | +5.2% |
| 30D | +14.7% | +8.9% | +5.7% | +9.1% |
| 3M | +13.5% | -8.0% | +21.5% | +18.7% |
| 6M | +33.1% | +2.9% | +30.2% | +30.1% |
| YTD | +15.1% | +7.1% | +8.0% | +8.8% |
| 1Y | +18.7% | +5.9% | +12.8% | +12.8% |
| 3Y | +72.1% | +53.9% | +18.2% | +27.4% |
| 5Y | +92.8% | +95.4% | -2.6% | +19.3% |
| All | +553.1% | +190.6% | +362.5% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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