+97.0%
MA vs GTLB
-50.5%
+147.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.6% |
| 7D | +1.8% | -10.9% | +12.7% | +3.0% |
| 30D | +11.8% | -15.3% | +27.1% | +13.6% |
| 3M | +17.2% | +14.6% | +2.6% | +15.1% |
| 6M | +33.4% | +79.6% | -46.2% | +24.3% |
| YTD | +16.1% | +24.3% | -8.2% | +11.8% |
| 1Y | +19.9% | +1.0% | +18.9% | +17.7% |
| 3Y | +70.1% | +4.6% | +65.5% | +60.0% |
| 5Y | +89.6% | -63.7% | +153.4% | +90.4% |
| All | +97.0% | -50.5% | +147.5% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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