+19.1%
MA vs IT
-15.3%
+34.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -1.8% | -6.8% | +5.1% | -0.8% |
| 30D | +11.0% | -0.6% | +11.6% | +11.1% |
| 3M | +17.9% | +3.1% | +14.8% | +17.1% |
| 6M | +33.2% | +25.5% | +7.7% | +27.5% |
| YTD | +16.5% | -23.5% | +40.0% | +19.4% |
| 1Y | +19.1% | -16.6% | +35.7% | +18.3% |
| All | +19.1% | -15.3% | +34.4% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling