+19.1%
MA vs RL
+19.4%
-0.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -1.8% | -4.4% | +2.6% | -1.1% |
| 30D | +11.0% | +5.6% | +5.5% | +10.3% |
| 3M | +17.9% | -0.6% | +18.5% | +17.9% |
| 6M | +33.2% | +15.5% | +17.7% | +30.5% |
| YTD | +16.5% | +12.3% | +4.1% | +14.2% |
| 1Y | +19.1% | +19.3% | -0.2% | +14.4% |
| All | +19.1% | +19.4% | -0.3% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling