+92.1%
MA vs M
+0.2%
+91.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.8% | -3.3% | +1.5% | -1.4% |
| 30D | +11.0% | +8.1% | +2.9% | +9.7% |
| 3M | +17.9% | +2.2% | +15.6% | +17.2% |
| 6M | +33.2% | +35.1% | -2.0% | +26.6% |
| YTD | +16.5% | +15.8% | +0.7% | +12.9% |
| 1Y | +19.1% | +25.8% | -6.7% | +13.9% |
| 3Y | +70.6% | +156.2% | -85.7% | +38.0% |
| 5Y | +92.1% | -2.4% | +94.5% | +76.3% |
| All | +92.1% | +0.2% | +91.9% | +76.3% |
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