+85.0%
MA vs IR
+46.6%
+38.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.5% | +4.3% | -4.8% | -2.0% |
| 30D | +7.9% | +8.1% | -0.2% | +4.7% |
| 3M | +16.8% | +0.7% | +16.1% | +16.1% |
| 6M | +31.0% | +16.6% | +14.4% | +22.6% |
| YTD | +15.0% | +7.8% | +7.3% | +9.2% |
| 1Y | +17.0% | +9.9% | +7.1% | +10.0% |
| 3Y | +68.5% | +25.2% | +43.2% | +39.4% |
| 5Y | +85.0% | +46.8% | +38.2% | +33.0% |
| All | +85.0% | +46.6% | +38.4% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling