+72.9%
MA vs RF
+105.6%
-32.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.9% |
| 7D | +3.2% | -1.6% | +4.8% | +3.7% |
| 30D | +15.9% | +5.0% | +10.9% | +14.4% |
| 3M | +15.2% | -10.0% | +25.1% | +18.5% |
| 6M | +32.4% | +3.3% | +29.1% | +31.0% |
| YTD | +15.6% | +7.9% | +7.7% | +12.9% |
| 1Y | +19.3% | +21.2% | -1.9% | +13.0% |
| All | +72.9% | +105.6% | -32.6% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling