+33.1%
MA vs IT
+27.7%
+5.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | +2.3% | -16.9% | +19.2% | +4.9% |
| 30D | +14.7% | +2.3% | +12.3% | +14.4% |
| 3M | +13.5% | +2.9% | +10.6% | +13.0% |
| 6M | +33.1% | +25.9% | +7.3% | +26.4% |
| All | +33.1% | +27.7% | +5.4% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling