+2,866.0%
MA vs GM
+242.1%
+2,623.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.8% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +11.8% | +7.2% | +4.6% | +9.0% |
| 3M | +17.2% | +1.0% | +16.1% | +16.1% |
| 6M | +33.4% | +13.0% | +20.4% | +26.4% |
| YTD | +16.1% | +9.8% | +6.4% | +10.4% |
| 1Y | +19.9% | +25.9% | -6.0% | +8.5% |
| 3Y | +70.1% | +240.4% | -170.3% | +2.2% |
| 5Y | +89.6% | +56.1% | +33.5% | +47.3% |
| 10Y | +568.4% | +226.7% | +341.7% | +248.2% |
| All | +2,866.0% | +242.1% | +2,623.9% | +1,306.9% |
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