+74.0%
MA vs PL
+28.1%
+45.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -1.1% |
| 7D | +2.3% | -6.8% | +9.1% | +2.6% |
| 30D | +14.7% | -29.3% | +44.0% | +16.8% |
| 3M | +13.5% | -44.8% | +58.3% | +17.1% |
| 6M | +33.1% | -68.4% | +101.5% | +40.8% |
| YTD | +15.1% | -36.4% | +51.4% | +13.8% |
| 1Y | +18.7% | +0.7% | +18.0% | +12.4% |
| 3Y | +72.1% | +455.3% | -383.2% | +29.9% |
| 5Y | +92.8% | +22.7% | +70.1% | +48.6% |
| All | +74.0% | +28.1% | +45.9% | +32.3% |
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