+568.4%
MA vs RL
+369.1%
+199.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.3% |
| 30D | +11.8% | +7.6% | +4.2% | +9.3% |
| 3M | +17.2% | -1.5% | +18.7% | +17.4% |
| 6M | +33.4% | +12.1% | +21.3% | +27.5% |
| YTD | +16.1% | +13.9% | +2.2% | +9.6% |
| 1Y | +19.9% | +20.7% | -0.7% | +11.0% |
| 3Y | +70.1% | +260.6% | -190.5% | +5.1% |
| 5Y | +89.6% | +248.9% | -159.2% | +14.9% |
| 10Y | +568.4% | +355.9% | +212.5% | +250.5% |
| All | +568.4% | +369.1% | +199.3% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling