+569.6%
MA vs PLD
+269.0%
+300.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.8% | -1.0% | -0.8% | -1.3% |
| 30D | +11.0% | -1.8% | +12.9% | +11.9% |
| 3M | +17.9% | -6.0% | +23.9% | +21.2% |
| 6M | +33.2% | -8.4% | +41.5% | +38.0% |
| YTD | +16.5% | +4.2% | +12.2% | +12.8% |
| 1Y | +19.1% | +6.2% | +12.9% | +14.3% |
| 3Y | +70.6% | +37.0% | +33.6% | +38.3% |
| 5Y | +92.1% | +1.2% | +90.9% | +79.4% |
| 10Y | +569.6% | +272.2% | +297.4% | +243.0% |
| All | +569.6% | +269.0% | +300.6% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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