+72.1%
MA vs RL
+254.6%
-182.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.4% | -0.5% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | +11.3% | +7.3% | +4.0% | +10.0% |
| 3M | +16.7% | +1.0% | +15.6% | +16.3% |
| 6M | +32.8% | +11.8% | +21.0% | +29.8% |
| YTD | +15.6% | +13.6% | +2.0% | +12.3% |
| 1Y | +19.6% | +24.0% | -4.5% | +14.3% |
| 3Y | +72.1% | +256.6% | -184.5% | +44.9% |
| All | +72.1% | +254.6% | -182.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling