+19.4%
MA vs PM
+31.5%
-12.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | -0.3% | -7.3% | +6.9% | +0.6% |
| 30D | +11.3% | -4.0% | +15.3% | +11.9% |
| 3M | +16.7% | +2.7% | +13.9% | +16.5% |
| 6M | +32.8% | +14.9% | +17.9% | +31.9% |
| YTD | +15.6% | +23.5% | -7.9% | +13.7% |
| All | +19.4% | +31.5% | -12.1% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling