+553.1%
MA vs RL
+356.1%
+197.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +2.3% | -4.2% | +6.5% | +3.6% |
| 30D | +14.7% | +4.3% | +10.4% | +13.2% |
| 3M | +13.5% | -4.6% | +18.1% | +14.8% |
| 6M | +33.1% | +1.7% | +31.4% | +31.0% |
| YTD | +15.1% | +7.3% | +7.7% | +10.6% |
| 1Y | +18.7% | +20.8% | -2.1% | +9.8% |
| 3Y | +72.1% | +247.0% | -174.9% | +7.7% |
| 5Y | +92.8% | +225.5% | -132.7% | +19.6% |
| All | +553.1% | +356.1% | +197.0% | +247.2% |
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