+118.1%
MA vs NET
+1,449.6%
-1,331.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | -2.7% | -7.0% | +4.3% | -2.0% |
| 30D | +1.5% | -4.8% | +6.3% | +1.8% |
| 3M | +20.4% | +3.8% | +16.6% | +19.3% |
| 6M | +11.1% | +50.0% | -38.9% | +4.2% |
| YTD | +2.0% | +41.5% | -39.5% | -4.2% |
| 1Y | -2.2% | +32.8% | -35.0% | -7.8% |
| 3Y | +41.9% | +335.9% | -294.0% | +11.8% |
| 5Y | +75.4% | +113.8% | -38.5% | +38.7% |
| All | +118.1% | +1,449.6% | -1,331.4% | +28.6% |
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