+513.2%
MA vs LEN
+103.7%
+409.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -3.5% | -3.4% | -0.1% | -2.6% |
| 30D | +0.8% | -5.7% | +6.4% | +2.4% |
| 3M | +14.8% | -12.2% | +27.0% | +18.6% |
| 6M | +10.0% | -18.3% | +28.3% | +15.4% |
| YTD | -0.1% | -20.2% | +20.1% | +4.8% |
| 1Y | -2.2% | -40.1% | +37.8% | +11.7% |
| 3Y | +39.3% | -26.2% | +65.5% | +42.5% |
| 5Y | +66.3% | -9.8% | +76.2% | +54.1% |
| 10Y | +513.2% | +109.1% | +404.1% | +288.4% |
| All | +513.2% | +103.7% | +409.5% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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