+15,614.6%
MA vs IT
+1,130.4%
+14,484.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.1% |
| 7D | +2.3% | -16.9% | +19.2% | +9.5% |
| 30D | +14.7% | +2.3% | +12.3% | +12.7% |
| 3M | +13.5% | +2.9% | +10.6% | +10.3% |
| 6M | +33.1% | +25.9% | +7.3% | +15.8% |
| YTD | +15.1% | -24.6% | +39.7% | +20.8% |
| 1Y | +18.7% | -16.0% | +34.8% | +18.8% |
| 3Y | +72.1% | -51.6% | +123.7% | +108.6% |
| 5Y | +92.8% | -42.6% | +135.4% | +111.0% |
| 10Y | +571.6% | +103.6% | +468.1% | +293.3% |
| All | +15,614.6% | +1,130.4% | +14,484.2% | +3,965.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling