+3,482.7%
MA vs PM
+841.2%
+2,641.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -0.3% |
| 7D | +3.2% | -3.4% | +6.5% | +4.8% |
| 30D | +15.9% | +5.8% | +10.1% | +12.7% |
| 3M | +15.2% | +6.7% | +8.5% | +11.4% |
| 6M | +32.4% | +19.9% | +12.5% | +20.2% |
| YTD | +15.6% | +27.8% | -12.2% | +0.5% |
| 1Y | +19.3% | +39.4% | -20.1% | -0.9% |
| 3Y | +73.0% | +146.9% | -73.9% | +2.8% |
| 5Y | +93.7% | +166.6% | -72.9% | +8.8% |
| 10Y | +575.0% | +242.1% | +332.9% | +207.3% |
| All | +3,482.7% | +841.2% | +2,641.4% | +741.3% |
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