+74.8%
MA vs PL
+46.6%
+28.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.5% | -14.0% | -0.3% |
| 7D | -0.3% | +10.9% | -11.2% | -1.1% |
| 30D | +11.3% | -16.4% | +27.7% | +12.2% |
| 3M | +16.7% | -39.9% | +56.6% | +19.8% |
| 6M | +32.8% | -63.2% | +96.0% | +39.3% |
| YTD | +15.6% | -27.1% | +42.7% | +13.4% |
| 1Y | +19.6% | +12.2% | +7.4% | +12.5% |
| 3Y | +72.1% | +584.3% | -512.2% | +27.8% |
| 5Y | +96.0% | +37.0% | +59.1% | +51.3% |
| All | +74.8% | +46.6% | +28.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling