+553.1%
MA vs RF
+279.4%
+273.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.7% |
| 30D | +14.7% | +6.0% | +8.6% | +12.4% |
| 3M | +13.5% | -8.9% | +22.4% | +17.2% |
| 6M | +33.1% | +2.3% | +30.8% | +31.7% |
| YTD | +15.1% | +7.6% | +7.5% | +11.5% |
| 1Y | +18.7% | +21.2% | -2.4% | +10.3% |
| 3Y | +72.1% | +108.5% | -36.5% | +28.0% |
| 5Y | +92.8% | +43.2% | +49.6% | +60.5% |
| All | +553.1% | +279.4% | +273.7% | +326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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