+553.1%
MA vs M
-4.2%
+557.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.2% |
| 7D | +2.3% | -4.3% | +6.6% | +3.0% |
| 30D | +14.7% | +1.3% | +13.4% | +14.4% |
| 3M | +13.5% | -7.4% | +20.9% | +14.6% |
| 6M | +33.1% | +18.3% | +14.8% | +28.8% |
| YTD | +15.1% | +7.6% | +7.5% | +12.6% |
| 1Y | +18.7% | +17.4% | +1.3% | +14.4% |
| 3Y | +72.1% | +108.4% | -36.3% | +45.0% |
| 5Y | +92.8% | -10.6% | +103.4% | +79.3% |
| All | +553.1% | -4.2% | +557.2% | +378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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