+15,692.2%
MA vs GEN
+438.0%
+15,254.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +3.2% | +8.5% | -5.3% | +0.4% |
| 30D | +15.9% | +34.2% | -18.3% | +4.8% |
| 3M | +15.2% | +10.0% | +5.2% | +10.2% |
| 6M | +32.4% | +56.8% | -24.4% | +11.3% |
| YTD | +15.6% | +14.2% | +1.4% | +7.6% |
| 1Y | +19.3% | +20.8% | -1.5% | +8.9% |
| 3Y | +73.0% | +84.1% | -11.1% | +32.9% |
| 5Y | +93.7% | +37.1% | +56.7% | +60.1% |
| 10Y | +575.0% | +171.5% | +403.5% | +288.0% |
| All | +15,692.2% | +438.0% | +15,254.2% | +5,867.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling