+2,876.5%
MA vs GM
+231.7%
+2,644.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +16.8% | -0.2% | +17.0% | +16.3% |
| 6M | +35.2% | +13.9% | +21.3% | +27.8% |
| YTD | +16.6% | +6.5% | +10.1% | +11.9% |
| 1Y | +19.8% | +20.7% | -0.9% | +10.0% |
| 3Y | +70.7% | +229.5% | -158.8% | +3.7% |
| 5Y | +87.4% | +41.5% | +45.9% | +50.9% |
| 10Y | +570.0% | +204.8% | +365.2% | +257.9% |
| All | +2,876.5% | +231.7% | +2,644.8% | +1,326.4% |
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 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