+22.5%
MA vs PSX
+97.5%
-75.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.5% | +3.9% |
| 7D | +10.2% | -5.2% | +15.4% | +10.2% |
| 30D | +19.3% | -3.7% | +23.1% | +19.1% |
| 3M | +18.0% | +26.8% | -8.8% | +16.9% |
| 6M | +33.7% | +47.3% | -13.6% | +32.2% |
| YTD | +18.6% | +105.4% | -86.8% | +15.0% |
| 1Y | +22.5% | +96.9% | -74.4% | +18.7% |
| All | +22.5% | +97.5% | -75.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling