+15,614.6%
MA vs GEN
+423.7%
+15,190.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.4% |
| 7D | +2.3% | +2.3% | 0.0% | +1.6% |
| 30D | +14.7% | +33.1% | -18.4% | +4.0% |
| 3M | +13.5% | +6.5% | +7.0% | +9.8% |
| 6M | +33.1% | +53.8% | -20.7% | +12.6% |
| YTD | +15.1% | +11.2% | +3.8% | +8.0% |
| 1Y | +18.7% | +19.4% | -0.7% | +8.7% |
| 3Y | +72.1% | +81.0% | -9.0% | +32.9% |
| 5Y | +92.8% | +33.4% | +59.4% | +60.7% |
| 10Y | +571.6% | +164.3% | +407.4% | +289.5% |
| All | +15,614.6% | +423.7% | +15,190.9% | +5,891.1% |
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