+54.2%
MA vs PL
+84.9%
-30.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.0% |
| 7D | -2.7% | -9.3% | +6.6% | -2.2% |
| 30D | +1.5% | -18.9% | +20.5% | +2.7% |
| 3M | +20.4% | -58.4% | +78.8% | +26.2% |
| 6M | +11.1% | -30.3% | +41.4% | +11.0% |
| YTD | +2.0% | -8.1% | +10.1% | -1.0% |
| 1Y | -2.2% | +180.5% | -182.6% | -14.9% |
| 3Y | +41.9% | +444.1% | -402.3% | +9.8% |
| 5Y | +75.4% | +83.0% | -7.7% | +31.3% |
| All | +54.2% | +84.9% | -30.7% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling