+647.7%
MA vs P
+449.6%
+198.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.4% | +13.9% | +0.2% |
| 7D | +3.2% | -31.9% | +35.1% | +9.3% |
| 30D | +15.9% | -36.5% | +52.5% | +23.8% |
| 3M | +15.2% | +11.6% | +3.6% | +10.6% |
| 6M | +32.4% | +25.2% | +7.2% | +22.6% |
| YTD | +15.6% | +39.4% | -23.8% | +3.7% |
| 1Y | +19.3% | -3.7% | +23.0% | +13.2% |
| 3Y | +73.0% | +167.3% | -94.3% | +21.2% |
| 5Y | +93.7% | +237.3% | -143.6% | +24.1% |
| 10Y | +575.0% | +698.6% | -123.7% | +244.5% |
| All | +647.7% | +449.6% | +198.0% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling