+569.6%
MA vs IT
+93.0%
+476.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | -1.8% | -6.8% | +5.1% | +0.7% |
| 30D | +11.0% | -0.6% | +11.6% | +10.5% |
| 3M | +17.9% | +3.1% | +14.8% | +14.9% |
| 6M | +33.2% | +25.5% | +7.7% | +17.5% |
| YTD | +16.5% | -23.5% | +40.0% | +22.7% |
| 1Y | +19.1% | -16.6% | +35.7% | +20.7% |
| 3Y | +70.6% | -53.1% | +123.7% | +113.3% |
| 5Y | +92.1% | -41.4% | +133.6% | +108.8% |
| 10Y | +569.6% | +90.9% | +478.6% | +288.8% |
| All | +569.6% | +93.0% | +476.6% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling