+42.2%
MA vs GTLB
+1.9%
+40.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -2.7% | +11.1% | -13.8% | -3.6% |
| 30D | +1.5% | +37.8% | -36.3% | -1.2% |
| 3M | +20.4% | +61.6% | -41.1% | +15.5% |
| 6M | +11.1% | +98.9% | -87.8% | +4.4% |
| YTD | +2.0% | +32.8% | -30.8% | -1.5% |
| 1Y | -2.2% | +14.7% | -16.8% | -4.9% |
| All | +42.2% | +1.9% | +40.3% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling