+16,095.7%
MA vs IP
+152.1%
+15,943.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.4% |
| 7D | +10.2% | +3.4% | +6.8% | +8.9% |
| 30D | +19.3% | +11.2% | +8.1% | +14.7% |
| 3M | +18.0% | -14.8% | +32.7% | +24.4% |
| 6M | +33.7% | +17.3% | +16.4% | +23.8% |
| YTD | +18.6% | -6.2% | +24.8% | +17.3% |
| 1Y | +22.5% | +2.3% | +20.1% | +16.9% |
| 3Y | +77.4% | +17.7% | +59.7% | +51.0% |
| 5Y | +106.6% | -8.4% | +115.0% | +91.4% |
| 10Y | +592.2% | +32.1% | +560.1% | +422.2% |
| All | +16,095.7% | +152.1% | +15,943.6% | +9,558.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling