+13,824.2%
MA vs M
+22.0%
+13,802.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.7% |
| 7D | -2.7% | +4.7% | -7.4% | -3.7% |
| 30D | +1.5% | -9.6% | +11.2% | +3.7% |
| 3M | +20.4% | +0.9% | +19.6% | +19.5% |
| 6M | +11.1% | +22.3% | -11.1% | +5.1% |
| YTD | +2.0% | +6.5% | -4.6% | -0.9% |
| 1Y | -2.2% | +38.8% | -40.9% | -10.8% |
| 3Y | +41.9% | +115.9% | -74.0% | +9.6% |
| 5Y | +75.4% | +28.6% | +46.7% | +42.2% |
| 10Y | +527.5% | -2.5% | +530.1% | +341.8% |
| All | +13,824.2% | +22.0% | +13,802.1% | +7,153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling