+505.6%
MA vs NDAQ
+372.3%
+133.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.3% |
| 7D | -1.8% | -2.6% | +0.8% | -0.4% |
| 30D | +1.4% | +0.5% | +0.9% | +1.0% |
| 3M | +17.7% | +9.9% | +7.8% | +10.8% |
| 6M | +9.7% | +8.2% | +1.5% | +3.8% |
| YTD | +0.5% | -1.5% | +2.0% | -0.2% |
| 1Y | -2.1% | +1.3% | -3.4% | -4.7% |
| 3Y | +40.1% | +92.6% | -52.5% | -10.2% |
| 5Y | +67.5% | +53.8% | +13.7% | +20.9% |
| 10Y | +505.6% | +376.0% | +129.6% | +110.4% |
| All | +505.6% | +372.3% | +133.3% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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