+554.8%
MA vs PM
+228.8%
+326.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.4% |
| 7D | -0.3% | -7.3% | +6.9% | +2.4% |
| 30D | +11.3% | -4.0% | +15.3% | +12.9% |
| 3M | +16.7% | +2.7% | +13.9% | +15.3% |
| 6M | +32.8% | +14.9% | +17.9% | +25.3% |
| YTD | +15.6% | +23.5% | -7.9% | +5.0% |
| 1Y | +19.6% | +30.4% | -10.8% | +6.2% |
| 3Y | +72.1% | +143.2% | -71.1% | +13.4% |
| 5Y | +96.0% | +159.5% | -63.4% | +24.0% |
| 10Y | +554.8% | +234.7% | +320.1% | +247.4% |
| All | +554.8% | +228.8% | +326.0% | +247.4% |
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