+1,536.4%
MA vs PSX
+1,093.9%
+442.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +2.3% | -13.1% | +15.4% | +6.8% |
| 30D | +14.7% | -9.5% | +24.2% | +17.9% |
| 3M | +13.5% | +20.2% | -6.7% | +6.1% |
| 6M | +33.1% | +44.9% | -11.8% | +16.5% |
| YTD | +15.1% | +94.4% | -79.3% | -9.7% |
| 1Y | +18.7% | +83.1% | -64.3% | -5.1% |
| 3Y | +72.1% | +132.2% | -60.1% | +22.6% |
| 5Y | +92.8% | +278.8% | -186.0% | +10.1% |
| 10Y | +571.6% | +354.2% | +217.5% | +224.4% |
| All | +1,536.4% | +1,093.9% | +442.5% | +508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling