+73.1%
MA vs PM
+119.0%
-45.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.6% |
| 7D | -2.7% | -4.9% | +2.2% | -1.4% |
| 30D | +1.5% | -3.4% | +4.9% | +2.4% |
| 3M | +20.4% | +5.2% | +15.3% | +18.6% |
| 6M | +11.1% | +3.7% | +7.4% | +9.5% |
| YTD | +2.0% | +15.8% | -13.8% | -3.1% |
| 1Y | -2.2% | +17.4% | -19.5% | -7.7% |
| 3Y | +41.9% | +116.9% | -75.0% | +3.0% |
| All | +73.1% | +119.0% | -45.9% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling