+499.0%
MA vs GM
+242.0%
+257.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | -3.5% | -1.1% | -2.4% | -3.2% |
| 30D | +0.7% | -3.4% | +4.1% | +1.7% |
| 3M | +15.8% | +8.7% | +7.1% | +12.2% |
| 6M | +10.2% | +15.4% | -5.2% | +4.1% |
| YTD | -0.5% | +6.6% | -7.1% | -3.9% |
| 1Y | -1.8% | +51.5% | -53.3% | -16.4% |
| 3Y | +38.7% | +169.3% | -130.6% | -7.9% |
| 5Y | +67.6% | +81.6% | -13.9% | +24.3% |
| All | +499.0% | +242.0% | +257.0% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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