+43.3%
MA vs IR
+9.5%
+33.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -2.7% | -2.8% | +0.1% | -2.0% |
| 30D | +1.5% | -15.1% | +16.7% | +5.6% |
| 3M | +20.4% | +6.1% | +14.4% | +18.2% |
| 6M | +11.1% | -16.8% | +28.0% | +15.8% |
| YTD | +2.0% | -3.5% | +5.5% | +1.3% |
| 1Y | -2.2% | -3.5% | +1.3% | -3.0% |
| All | +43.3% | +9.5% | +33.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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