+3,465.1%
MA vs PM
+824.3%
+2,640.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | +2.3% | -5.2% | +7.5% | +4.9% |
| 30D | +14.7% | +2.7% | +12.0% | +13.0% |
| 3M | +13.5% | +5.2% | +8.3% | +10.5% |
| 6M | +33.1% | +17.0% | +16.1% | +22.3% |
| YTD | +15.1% | +25.5% | -10.4% | +0.9% |
| 1Y | +18.7% | +35.5% | -16.8% | 0.0% |
| 3Y | +72.1% | +143.9% | -71.8% | +2.8% |
| 5Y | +92.8% | +161.8% | -69.0% | +9.2% |
| 10Y | +571.6% | +235.9% | +335.7% | +208.4% |
| All | +3,465.1% | +824.3% | +2,640.8% | +744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling