+553.1%
MA vs PM
+235.7%
+317.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +2.3% | -5.2% | +7.5% | +4.3% |
| 30D | +14.7% | +2.7% | +12.0% | +13.4% |
| 3M | +13.5% | +6.1% | +7.4% | +10.8% |
| 6M | +33.1% | +18.0% | +15.1% | +24.4% |
| YTD | +15.1% | +26.6% | -11.5% | +3.7% |
| 1Y | +18.7% | +36.7% | -18.0% | +3.6% |
| 3Y | +72.1% | +146.0% | -73.9% | +13.2% |
| 5Y | +92.8% | +164.1% | -71.3% | +21.5% |
| All | +553.1% | +235.7% | +317.4% | +249.0% |
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