+92.3%
MA vs RL
+226.8%
-134.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +2.3% | -4.2% | +6.5% | +3.4% |
| 30D | +14.7% | +4.3% | +10.4% | +13.4% |
| 3M | +13.5% | -4.6% | +18.1% | +14.7% |
| 6M | +33.1% | +1.7% | +31.4% | +31.4% |
| YTD | +15.1% | +7.3% | +7.7% | +11.2% |
| 1Y | +18.7% | +20.8% | -2.1% | +10.6% |
| 3Y | +72.1% | +247.0% | -174.9% | +7.2% |
| All | +92.3% | +226.8% | -134.5% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling