+12.9%
MA vs GLXY
-41.9%
+54.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -0.4% |
| 7D | +2.3% | -14.6% | +16.9% | +2.1% |
| 30D | +14.7% | -36.2% | +50.8% | +14.2% |
| 3M | +13.5% | -30.1% | +43.6% | +13.0% |
| 6M | +33.1% | -56.1% | +89.2% | +32.6% |
| YTD | +15.1% | -38.9% | +54.0% | +13.2% |
| 1Y | +18.7% | -55.0% | +73.8% | +17.8% |
| All | +12.9% | -41.9% | +54.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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