+70.1%
MA vs INDA
+18.0%
+52.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +1.8% | +6.2% | -4.4% | -0.8% |
| 30D | +11.8% | +12.4% | -0.5% | +6.4% |
| 3M | +17.2% | +3.2% | +14.0% | +15.4% |
| 6M | +33.4% | +3.8% | +29.6% | +30.9% |
| YTD | +16.1% | -4.3% | +20.5% | +18.2% |
| 1Y | +19.9% | -4.5% | +24.4% | +22.0% |
| 3Y | +70.1% | +17.1% | +53.0% | +65.0% |
| All | +70.1% | +18.0% | +52.1% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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