+18.7%
MA vs RF
+21.0%
-2.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.5% |
| 3M | +13.5% | -8.9% | +22.4% | +17.1% |
| 6M | +33.1% | +2.3% | +30.8% | +31.8% |
| YTD | +15.1% | +7.6% | +7.5% | +11.1% |
| 1Y | +18.7% | +21.2% | -2.4% | +7.6% |
| All | +18.7% | +21.0% | -2.3% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling