+593.1%
MA vs GM
+205.9%
+387.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +9.6% | +3.6% | +6.1% | +8.2% |
| 3M | +16.8% | -0.2% | +17.0% | +16.3% |
| 6M | +35.2% | +13.9% | +21.3% | +28.1% |
| YTD | +16.6% | +6.5% | +10.1% | +12.1% |
| 1Y | +19.8% | +20.7% | -0.9% | +10.3% |
| 3Y | +70.7% | +229.5% | -158.8% | +4.6% |
| 5Y | +87.4% | +41.5% | +45.9% | +52.3% |
| All | +593.1% | +205.9% | +387.2% | +283.2% |
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