+19.1%
MA vs PSX
+90.8%
-71.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.3% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | +11.0% | -8.1% | +19.1% | +11.0% |
| 3M | +17.9% | +15.9% | +2.0% | +17.1% |
| 6M | +33.2% | +49.4% | -16.2% | +31.6% |
| YTD | +16.5% | +104.7% | -88.2% | +13.3% |
| 1Y | +19.1% | +89.1% | -70.0% | +15.9% |
| All | +19.1% | +90.8% | -71.7% | +15.9% |
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