+3,058.9%
MA vs PM
+752.6%
+2,306.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.2% |
| 7D | -2.7% | -4.9% | +2.2% | -0.4% |
| 30D | +1.5% | -3.4% | +4.9% | +3.1% |
| 3M | +20.4% | +5.2% | +15.3% | +17.0% |
| 6M | +11.1% | +3.7% | +7.4% | +7.7% |
| YTD | +2.0% | +15.8% | -13.8% | -6.9% |
| 1Y | -2.2% | +17.4% | -19.5% | -11.7% |
| 3Y | +41.9% | +116.9% | -75.0% | -10.0% |
| 5Y | +75.4% | +117.3% | -42.0% | +9.4% |
| 10Y | +527.5% | +193.8% | +333.8% | +210.1% |
| All | +3,058.9% | +752.6% | +2,306.3% | +679.1% |
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