+13,624.1%
MA vs NYT
+250.9%
+13,373.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +1.4% | +7.0% | -5.5% | -0.4% |
| 3M | +17.7% | -7.9% | +25.6% | +19.7% |
| 6M | +9.7% | -15.0% | +24.7% | +13.5% |
| YTD | +0.5% | -1.3% | +1.8% | -0.1% |
| 1Y | -2.1% | +16.9% | -19.0% | -7.0% |
| 3Y | +40.1% | +58.9% | -18.8% | +20.7% |
| 5Y | +67.5% | +40.9% | +26.6% | +45.5% |
| 10Y | +505.6% | +471.8% | +33.8% | +250.6% |
| All | +13,624.1% | +250.9% | +13,373.2% | +7,897.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling