+67.6%
MA vs NYT
+39.3%
+28.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -3.5% | -0.7% | -2.7% | -3.3% |
| 30D | +0.7% | +4.5% | -3.8% | -0.3% |
| 3M | +15.8% | -8.5% | +24.3% | +17.6% |
| 6M | +10.2% | -15.1% | +25.3% | +13.5% |
| YTD | -0.5% | -3.3% | +2.8% | -0.7% |
| 1Y | -1.8% | +17.0% | -18.8% | -6.6% |
| 3Y | +38.7% | +55.7% | -16.9% | +20.3% |
| 5Y | +67.6% | +38.9% | +28.8% | +35.3% |
| All | +67.6% | +39.3% | +28.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling