+88.5%
MA vs P
+279.3%
-190.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +1.3% | +11.6% | -10.3% | +0.3% |
| 30D | +9.6% | -23.7% | +33.3% | +11.7% |
| 3M | +16.8% | -8.0% | +24.8% | +16.6% |
| 6M | +35.2% | +27.9% | +7.3% | +29.6% |
| YTD | +16.6% | +61.2% | -44.6% | +7.8% |
| 1Y | +19.8% | +28.6% | -8.8% | +12.9% |
| 3Y | +70.7% | +200.5% | -129.8% | +27.3% |
| All | +88.5% | +279.3% | -190.8% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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