+15,692.2%
MA vs RF
+46.3%
+15,645.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.9% |
| 7D | +3.2% | -1.6% | +4.8% | +3.6% |
| 30D | +15.9% | +5.0% | +10.9% | +14.5% |
| 3M | +15.2% | -10.0% | +25.1% | +18.3% |
| 6M | +32.4% | +3.3% | +29.1% | +31.0% |
| YTD | +15.6% | +7.9% | +7.7% | +13.0% |
| 1Y | +19.3% | +21.2% | -1.9% | +13.1% |
| 3Y | +73.0% | +105.8% | -32.8% | +40.8% |
| 5Y | +93.7% | +43.7% | +50.0% | +70.1% |
| 10Y | +575.0% | +289.4% | +285.5% | +339.8% |
| All | +15,692.2% | +46.3% | +15,645.9% | +12,000.0% |
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