+73.1%
MA vs IP
-17.2%
+90.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | -2.7% | -5.3% | +2.6% | -1.7% |
| 30D | +1.5% | -10.9% | +12.4% | +3.8% |
| 3M | +20.4% | +11.2% | +9.3% | +17.2% |
| 6M | +11.1% | -10.2% | +21.4% | +12.7% |
| YTD | +2.0% | -2.0% | +3.9% | +0.9% |
| 1Y | -2.2% | -19.1% | +16.9% | +1.0% |
| 3Y | +41.9% | +20.9% | +21.0% | +25.5% |
| All | +73.1% | -17.2% | +90.3% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling