+421.4%
MA vs IR
+288.5%
+132.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.6% |
| 7D | -2.7% | -2.8% | +0.1% | -1.7% |
| 30D | +1.5% | -15.1% | +16.7% | +8.0% |
| 3M | +20.4% | +6.1% | +14.4% | +17.0% |
| 6M | +11.1% | -16.8% | +28.0% | +17.7% |
| YTD | +2.0% | -3.5% | +5.5% | +1.2% |
| 1Y | -2.2% | -3.5% | +1.3% | -3.2% |
| 3Y | +41.9% | +9.5% | +32.4% | +28.6% |
| 5Y | +75.4% | +45.1% | +30.3% | +38.6% |
| All | +421.4% | +288.5% | +132.9% | +201.7% |
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