+70.0%
MA vs PSX
+342.1%
-272.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.7% | +4.5% | -7.2% | -3.6% |
| 30D | +1.5% | +26.6% | -25.1% | -3.2% |
| 3M | +20.4% | +39.3% | -18.8% | +12.5% |
| 6M | +11.1% | +56.8% | -45.7% | +0.8% |
| YTD | +2.0% | +101.8% | -99.9% | -12.7% |
| 1Y | -2.2% | +99.6% | -101.8% | -16.3% |
| 3Y | +41.9% | +140.3% | -98.5% | +13.3% |
| All | +70.0% | +342.1% | -272.2% | +16.2% |
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