+77.3%
MA vs IP
+17.6%
+59.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.8% |
| 7D | +10.2% | +3.4% | +6.8% | +9.8% |
| 30D | +19.3% | +11.2% | +8.1% | +17.8% |
| 3M | +18.0% | -14.8% | +32.7% | +20.0% |
| 6M | +33.7% | +17.3% | +16.4% | +30.6% |
| YTD | +18.6% | -6.2% | +24.8% | +18.6% |
| 1Y | +22.5% | +2.3% | +20.1% | +21.0% |
| All | +77.3% | +17.6% | +59.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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