+593.1%
MA vs RL
+337.1%
+256.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +1.3% | +2.6% | -1.3% | +0.5% |
| 30D | +9.6% | +2.9% | +6.7% | +8.5% |
| 3M | +16.8% | 0.0% | +16.8% | +16.5% |
| 6M | +35.2% | +17.1% | +18.1% | +27.5% |
| YTD | +16.6% | +10.1% | +6.4% | +11.1% |
| 1Y | +19.8% | +17.3% | +2.5% | +11.8% |
| 3Y | +70.7% | +249.3% | -178.6% | +6.2% |
| 5Y | +87.4% | +240.9% | -153.5% | +14.0% |
| All | +593.1% | +337.1% | +256.0% | +285.3% |
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