+521.8%
MA vs PR
+109.1%
+412.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.7% | +2.9% | -5.6% | -2.9% |
| 30D | +1.5% | +18.0% | -16.5% | +0.4% |
| 3M | +20.4% | +16.9% | +3.6% | +19.1% |
| 6M | +11.1% | +28.2% | -17.1% | +9.1% |
| YTD | +2.0% | +69.3% | -67.4% | -1.8% |
| 1Y | -2.2% | +69.5% | -71.7% | -5.9% |
| 3Y | +41.9% | +81.7% | -39.8% | +34.9% |
| 5Y | +75.4% | +422.2% | -346.9% | +54.9% |
| All | +521.8% | +109.1% | +412.8% | +491.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling