+559.2%
MA vs P
+485.4%
+73.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -2.7% | +6.5% | -9.2% | -3.8% |
| 30D | +1.5% | +18.8% | -17.3% | -2.1% |
| 3M | +20.4% | +26.7% | -6.3% | +13.9% |
| 6M | +11.1% | +62.2% | -51.0% | -0.7% |
| YTD | +2.0% | +48.5% | -46.5% | -8.2% |
| 1Y | -2.2% | +26.4% | -28.5% | -10.9% |
| 3Y | +41.9% | +159.4% | -117.5% | +2.0% |
| 5Y | +75.4% | +275.8% | -200.4% | +11.5% |
| 10Y | +527.5% | +732.0% | -204.5% | +221.8% |
| All | +559.2% | +485.4% | +73.9% | +238.9% |
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