+153.7%
MA vs NET
+1,381.0%
-1,227.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +4.2% |
| 7D | +10.2% | -16.4% | +26.6% | +12.2% |
| 30D | +19.3% | -25.8% | +45.2% | +22.9% |
| 3M | +18.0% | -11.5% | +29.5% | +18.7% |
| 6M | +33.7% | +18.9% | +14.8% | +28.8% |
| YTD | +18.6% | +35.2% | -16.6% | +11.4% |
| 1Y | +22.5% | +14.5% | +8.0% | +17.3% |
| 3Y | +77.4% | +313.8% | -236.4% | +40.3% |
| 5Y | +106.6% | +32.6% | +74.0% | +71.8% |
| All | +153.7% | +1,381.0% | -1,227.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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