+13,824.1%
MA vs IT
+1,106.6%
+12,717.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.7% |
| 7D | -2.7% | -6.0% | +3.3% | -0.4% |
| 30D | +1.5% | 0.0% | +1.5% | +1.1% |
| 3M | +20.4% | +13.1% | +7.4% | +11.6% |
| 6M | +11.1% | +11.7% | -0.6% | +2.2% |
| YTD | +2.0% | -26.1% | +28.1% | +9.3% |
| 1Y | -2.2% | -21.3% | +19.1% | +0.9% |
| 3Y | +41.9% | -46.7% | +88.6% | +65.6% |
| 5Y | +75.4% | -40.5% | +115.9% | +90.7% |
| 10Y | +527.5% | +103.9% | +423.7% | +270.9% |
| All | +13,824.1% | +1,106.6% | +12,717.5% | +3,579.2% |
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