+89.6%
MA vs INDA
+10.4%
+79.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | +1.8% | +6.2% | -4.4% | -2.3% |
| 30D | +11.8% | +12.4% | -0.5% | +3.4% |
| 3M | +17.2% | +3.2% | +14.0% | +14.6% |
| 6M | +33.4% | +3.8% | +29.6% | +29.7% |
| YTD | +16.1% | -4.3% | +20.5% | +19.6% |
| 1Y | +19.9% | -4.5% | +24.4% | +23.5% |
| 3Y | +70.1% | +17.1% | +53.0% | +42.7% |
| 5Y | +89.6% | +11.0% | +78.6% | +66.8% |
| All | +89.6% | +10.4% | +79.2% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling