+553.1%
MA vs PR
+66.0%
+487.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +2.3% | -16.4% | +18.7% | +3.4% |
| 30D | +14.7% | -1.9% | +16.6% | +14.7% |
| 3M | +13.5% | +8.0% | +5.5% | +12.8% |
| 6M | +33.1% | +4.1% | +29.0% | +32.4% |
| YTD | +15.1% | +58.7% | -43.6% | +11.2% |
| 1Y | +18.7% | +75.8% | -57.1% | +13.9% |
| 3Y | +72.1% | +73.2% | -1.1% | +64.0% |
| 5Y | +92.8% | +230.1% | -137.3% | +74.1% |
| All | +553.1% | +66.0% | +487.0% | +528.1% |
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