+72.9%
MA vs GTLB
-47.1%
+120.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -2.7% | +11.1% | -13.8% | -3.8% |
| 30D | +1.5% | +37.8% | -36.3% | -2.0% |
| 3M | +20.4% | +61.6% | -41.1% | +14.0% |
| 6M | +11.1% | +98.9% | -87.8% | +2.4% |
| YTD | +2.0% | +32.8% | -30.8% | -2.3% |
| 1Y | -2.2% | +14.7% | -16.8% | -5.3% |
| 3Y | +41.9% | +1.3% | +40.5% | +34.2% |
| All | +72.9% | -47.1% | +120.0% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling