+622.2%
MA vs PR
+147.8%
+474.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -2.2% |
| 7D | +3.2% | -16.5% | +19.7% | +4.3% |
| 30D | +15.9% | -4.5% | +20.5% | +16.2% |
| 3M | +15.2% | +8.5% | +6.6% | +14.4% |
| 6M | +32.4% | -3.3% | +35.7% | +32.3% |
| YTD | +15.6% | +55.7% | -40.1% | +11.9% |
| 1Y | +19.3% | +82.0% | -62.7% | +14.2% |
| 3Y | +73.0% | +62.5% | +10.5% | +65.5% |
| 5Y | +93.7% | +223.9% | -130.2% | +75.2% |
| 10Y | +575.0% | +64.2% | +510.8% | +536.0% |
| All | +622.2% | +147.8% | +474.4% | +562.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling