+93.7%
MA vs PLD
0.0%
+93.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.7% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +15.9% | -0.1% | +16.0% | +16.0% |
| 3M | +15.2% | -7.9% | +23.1% | +18.7% |
| 6M | +32.4% | -7.0% | +39.3% | +35.4% |
| YTD | +15.6% | +3.1% | +12.6% | +13.2% |
| 1Y | +19.3% | +7.1% | +12.2% | +15.0% |
| 3Y | +73.0% | +32.9% | +40.1% | +46.6% |
| 5Y | +93.7% | +1.5% | +92.2% | +70.7% |
| All | +93.7% | 0.0% | +93.7% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling