+14.8%
MA vs Q
+74.5%
-59.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -1.4% |
| 7D | -0.5% | +11.5% | -12.0% | +0.1% |
| 30D | +7.9% | -0.2% | +8.1% | +8.0% |
| 3M | +16.8% | -13.6% | +30.4% | +16.3% |
| 6M | +31.0% | -27.0% | +58.0% | +30.5% |
| YTD | +15.0% | +50.5% | -35.5% | +10.1% |
| 1Y | +17.0% | +33.8% | -16.7% | +12.9% |
| All | +14.8% | +74.5% | -59.7% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling