+553.1%
MA vs PLD
+236.3%
+316.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.7% |
| 30D | +14.7% | -0.3% | +14.9% | +14.8% |
| 3M | +13.5% | -8.0% | +21.5% | +17.9% |
| 6M | +33.1% | -9.8% | +42.9% | +38.9% |
| YTD | +15.1% | +1.8% | +13.3% | +12.7% |
| 1Y | +18.7% | +5.6% | +13.1% | +14.2% |
| 3Y | +72.1% | +33.3% | +38.8% | +41.5% |
| 5Y | +92.8% | +0.3% | +92.5% | +80.7% |
| All | +553.1% | +236.3% | +316.8% | +249.6% |
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