+16,095.7%
MA vs RF
+49.5%
+16,046.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.5% |
| 7D | +10.2% | +2.3% | +8.0% | +9.6% |
| 30D | +19.3% | +7.2% | +12.1% | +17.2% |
| 3M | +18.0% | -8.2% | +26.2% | +20.6% |
| 6M | +33.7% | +7.0% | +26.7% | +31.1% |
| YTD | +18.6% | +10.3% | +8.3% | +15.2% |
| 1Y | +22.5% | +25.1% | -2.6% | +15.2% |
| 3Y | +77.4% | +110.3% | -32.9% | +43.6% |
| 5Y | +106.6% | +47.1% | +59.5% | +80.3% |
| 10Y | +592.2% | +297.9% | +294.3% | +348.5% |
| All | +16,095.7% | +49.5% | +16,046.2% | +12,239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling