+491.3%
MA vs IR
+316.5%
+174.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.4% |
| 7D | +3.2% | +2.3% | +0.9% | +2.3% |
| 30D | +15.9% | +3.3% | +12.6% | +14.3% |
| 3M | +15.2% | -9.0% | +24.2% | +18.9% |
| 6M | +32.4% | +8.0% | +24.4% | +27.2% |
| YTD | +15.6% | +3.4% | +12.2% | +11.5% |
| 1Y | +19.3% | +4.5% | +14.8% | +14.4% |
| 3Y | +73.0% | +25.6% | +47.4% | +48.3% |
| 5Y | +93.7% | +43.8% | +49.9% | +53.6% |
| All | +491.3% | +316.5% | +174.9% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling