+503.0%
MA vs NYT
+489.9%
+13.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +1.7% | +4.6% | -2.9% | +0.5% |
| 3M | +17.2% | -9.6% | +26.8% | +19.8% |
| 6M | +13.3% | -14.0% | +27.3% | +17.0% |
| YTD | +0.2% | -2.8% | +3.0% | -0.1% |
| 1Y | -2.7% | +15.6% | -18.3% | -7.7% |
| 3Y | +39.1% | +56.3% | -17.3% | +19.0% |
| 5Y | +68.8% | +39.5% | +29.3% | +45.0% |
| All | +503.0% | +489.9% | +13.1% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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