+1,513.3%
MA vs INDA
+115.1%
+1,398.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | +0.7% | -3.4% | -3.1% |
| 30D | +1.5% | -0.8% | +2.3% | +1.9% |
| 3M | +20.4% | +3.9% | +16.5% | +17.8% |
| 6M | +11.1% | -0.7% | +11.9% | +11.1% |
| YTD | +2.0% | -7.7% | +9.6% | +6.1% |
| 1Y | -2.2% | -5.1% | +2.9% | +0.1% |
| 3Y | +41.9% | +13.6% | +28.3% | +30.6% |
| 5Y | +75.4% | +7.8% | +67.5% | +66.5% |
| 10Y | +527.5% | +84.6% | +442.9% | +343.2% |
| All | +1,513.3% | +115.1% | +1,398.1% | +948.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling