+89.6%
MA vs GM
+60.0%
+29.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.7% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +11.8% | +7.2% | +4.6% | +9.7% |
| 3M | +17.2% | +1.0% | +16.1% | +16.4% |
| 6M | +33.4% | +13.0% | +20.4% | +28.2% |
| YTD | +16.1% | +9.8% | +6.4% | +11.9% |
| 1Y | +19.9% | +25.9% | -6.0% | +11.1% |
| 3Y | +70.1% | +240.4% | -170.3% | +9.5% |
| 5Y | +89.6% | +56.1% | +33.5% | +52.4% |
| All | +89.6% | +60.0% | +29.7% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling