+72.9%
MA vs PR
+61.1%
+11.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -2.1% |
| 7D | +3.2% | -16.5% | +19.7% | +4.6% |
| 30D | +15.9% | -4.5% | +20.5% | +16.1% |
| 3M | +15.2% | +8.5% | +6.6% | +13.8% |
| 6M | +32.4% | -3.3% | +35.7% | +32.3% |
| YTD | +15.6% | +55.7% | -40.1% | +8.3% |
| 1Y | +19.3% | +82.0% | -62.7% | +8.9% |
| All | +72.9% | +61.1% | +11.8% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling