+554.8%
MA vs IT
+96.9%
+457.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.3% | -18.8% | +18.5% | +6.8% |
| 30D | +11.3% | -0.1% | +11.4% | +10.6% |
| 3M | +16.7% | +2.9% | +13.8% | +13.7% |
| 6M | +32.8% | +20.4% | +12.4% | +19.1% |
| YTD | +15.6% | -24.3% | +39.9% | +22.2% |
| 1Y | +19.6% | -17.2% | +36.7% | +21.5% |
| 3Y | +72.1% | -52.4% | +124.5% | +113.4% |
| 5Y | +96.0% | -43.7% | +139.8% | +116.8% |
| 10Y | +554.8% | +90.3% | +464.5% | +279.3% |
| All | +554.8% | +96.9% | +457.8% | +279.3% |
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