+569.6%
MA vs PM
+254.9%
+314.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -1.8% | -7.1% | +5.3% | +0.8% |
| 30D | +11.0% | -2.8% | +13.8% | +12.1% |
| 3M | +17.9% | +6.3% | +11.5% | +15.0% |
| 6M | +33.2% | +9.6% | +23.5% | +27.9% |
| YTD | +16.5% | +25.6% | -9.1% | +5.2% |
| 1Y | +19.1% | +29.7% | -10.6% | +6.1% |
| 3Y | +70.6% | +147.6% | -77.0% | +11.6% |
| 5Y | +92.1% | +160.1% | -68.0% | +21.5% |
| 10Y | +569.6% | +260.9% | +308.7% | +236.9% |
| All | +569.6% | +254.9% | +314.7% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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