+92.3%
MA vs PSX
+274.8%
-182.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +2.3% | -13.1% | +15.4% | +4.9% |
| 30D | +14.7% | -9.5% | +24.2% | +16.5% |
| 3M | +13.5% | +20.2% | -6.7% | +8.9% |
| 6M | +33.1% | +44.9% | -11.8% | +22.7% |
| YTD | +15.1% | +94.4% | -79.3% | -1.1% |
| 1Y | +18.7% | +83.1% | -64.3% | +3.3% |
| 3Y | +72.1% | +132.2% | -60.1% | +38.0% |
| All | +92.3% | +274.8% | -182.5% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling