+73.1%
MA vs RF
+89.8%
-16.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | +1.5% | -3.6% | +5.1% | +2.7% |
| 3M | +20.4% | +8.1% | +12.3% | +17.3% |
| 6M | +11.1% | +11.5% | -0.3% | +6.8% |
| YTD | +2.0% | +15.6% | -13.6% | -3.2% |
| 1Y | -2.2% | +15.7% | -17.8% | -7.3% |
| 3Y | +41.9% | +86.9% | -45.0% | +12.2% |
| All | +73.1% | +89.8% | -16.7% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling