+19.1%
MA vs PTC
+10.6%
+8.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | +11.0% | +0.9% | +10.1% | +10.9% |
| 3M | +17.9% | +30.4% | -12.5% | +13.0% |
| 6M | +33.2% | +34.4% | -1.3% | +25.6% |
| YTD | +16.5% | +12.6% | +3.9% | +14.8% |
| 1Y | +19.1% | +10.2% | +8.9% | +17.9% |
| All | +19.1% | +10.6% | +8.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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