+11.1%
MA vs PSX
+62.8%
-51.6%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.7% | +4.5% | -7.2% | -2.7% |
| 30D | +1.5% | +26.6% | -25.1% | +1.3% |
| 3M | +20.4% | +39.3% | -18.8% | +20.3% |
| 6M | +11.1% | +56.8% | -45.7% | +11.4% |
| All | +11.1% | +62.8% | -51.6% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling