+2,503.5%
MA vs GM
+238.5%
+2,265.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.7% | +1.9% | -4.6% | -3.4% |
| 30D | +1.5% | -1.4% | +2.9% | +1.9% |
| 3M | +20.4% | +5.9% | +14.5% | +17.5% |
| 6M | +11.1% | +12.4% | -1.3% | +5.7% |
| YTD | +2.0% | +8.6% | -6.7% | -2.3% |
| 1Y | -2.2% | +52.6% | -54.8% | -17.4% |
| 3Y | +41.9% | +169.7% | -127.8% | -6.8% |
| 5Y | +75.4% | +87.5% | -12.2% | +27.3% |
| 10Y | +527.5% | +233.0% | +294.6% | +225.2% |
| All | +2,503.5% | +238.5% | +2,265.1% | +1,144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling