+15,614.6%
MA vs LEN
+141.8%
+15,472.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | +2.3% | +2.1% | +0.2% | +1.7% |
| 30D | +14.7% | +16.6% | -1.9% | +9.6% |
| 3M | +13.5% | +5.3% | +8.2% | +11.1% |
| 6M | +33.1% | -0.8% | +33.9% | +31.7% |
| YTD | +15.1% | -11.7% | +26.8% | +16.5% |
| 1Y | +18.7% | -24.6% | +43.3% | +25.4% |
| 3Y | +72.1% | -18.7% | +90.8% | +72.3% |
| 5Y | +92.8% | -4.4% | +97.2% | +80.1% |
| 10Y | +571.6% | +152.2% | +419.5% | +341.0% |
| All | +15,614.6% | +141.8% | +15,472.8% | +7,420.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling