+593.1%
MA vs IT
+90.0%
+503.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +9.6% | -1.8% | +11.5% | +9.6% |
| 3M | +16.8% | +4.8% | +12.0% | +13.2% |
| 6M | +35.2% | +33.0% | +2.2% | +16.7% |
| YTD | +16.6% | -23.8% | +40.4% | +23.0% |
| 1Y | +19.8% | -16.5% | +36.3% | +21.3% |
| 3Y | +70.7% | -53.6% | +124.3% | +114.6% |
| 5Y | +87.4% | -42.1% | +129.5% | +104.7% |
| All | +593.1% | +90.0% | +503.1% | +304.4% |
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