+93.7%
MA vs M
-6.1%
+99.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | -1.6% |
| 7D | +3.2% | -2.1% | +5.3% | +3.5% |
| 30D | +15.9% | +7.7% | +8.2% | +14.7% |
| 3M | +15.2% | -4.4% | +19.5% | +15.7% |
| 6M | +32.4% | +27.5% | +4.9% | +27.0% |
| YTD | +15.6% | +12.8% | +2.9% | +12.6% |
| 1Y | +19.3% | +20.7% | -1.4% | +14.9% |
| 3Y | +73.0% | +111.3% | -38.3% | +45.2% |
| 5Y | +93.7% | -6.3% | +100.1% | +78.1% |
| All | +93.7% | -6.1% | +99.9% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling