+85.0%
MA vs GEN
+31.4%
+53.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.5% |
| 7D | -0.5% | -3.0% | +2.5% | +0.2% |
| 30D | +7.9% | +24.7% | -16.8% | +2.4% |
| 3M | +16.8% | +4.1% | +12.6% | +15.0% |
| 6M | +31.0% | +36.0% | -5.0% | +20.6% |
| YTD | +15.0% | +10.9% | +4.2% | +10.8% |
| 1Y | +17.0% | +12.2% | +4.9% | +12.4% |
| 3Y | +68.5% | +63.3% | +5.2% | +46.5% |
| 5Y | +85.0% | +29.0% | +55.9% | +60.3% |
| All | +85.0% | +31.4% | +53.6% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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