+18.7%
MA vs Q
+17.3%
+1.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.4% |
| 30D | +14.7% | -9.8% | +24.5% | +14.2% |
| 3M | +13.5% | -12.2% | +25.7% | +13.0% |
| 6M | +33.1% | -21.6% | +54.7% | +31.4% |
| YTD | +15.1% | +43.6% | -28.5% | +9.9% |
| 1Y | +18.7% | +25.7% | -7.0% | +15.1% |
| All | +18.7% | +17.3% | +1.4% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling