+15,614.6%
MA vs NDAQ
+1,289.9%
+14,324.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | +14.7% | +16.5% | -1.9% | +6.6% |
| 3M | +13.5% | +13.5% | 0.0% | +6.7% |
| 6M | +33.1% | +20.9% | +12.2% | +20.9% |
| YTD | +15.1% | +11.4% | +3.7% | +7.9% |
| 1Y | +18.7% | +25.9% | -7.2% | +5.0% |
| 3Y | +72.1% | +119.9% | -47.8% | +15.7% |
| 5Y | +92.8% | +61.7% | +31.0% | +47.3% |
| 10Y | +571.6% | +481.6% | +90.1% | +185.1% |
| All | +15,614.6% | +1,289.9% | +14,324.7% | +4,020.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling