-2.2%
MA vs PSX
+104.4%
-106.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -3.5% | +1.8% | -5.3% | -3.6% |
| 30D | +0.8% | +21.6% | -20.9% | +0.2% |
| 3M | +14.8% | +46.5% | -31.7% | +13.7% |
| 6M | +10.0% | +62.0% | -52.0% | +8.3% |
| YTD | -0.1% | +106.3% | -106.4% | -2.7% |
| 1Y | -2.2% | +103.0% | -105.2% | -5.4% |
| All | -2.2% | +104.4% | -106.6% | -5.4% |
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