+13,824.2%
MA vs RL
+720.2%
+13,104.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.8% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +1.5% | -7.8% | +9.3% | +4.3% |
| 3M | +20.4% | -4.0% | +24.4% | +21.5% |
| 6M | +11.1% | -1.9% | +13.0% | +10.0% |
| YTD | +2.0% | -0.2% | +2.1% | 0.0% |
| 1Y | -2.2% | +10.7% | -12.8% | -8.0% |
| 3Y | +41.9% | +210.8% | -168.9% | -13.6% |
| 5Y | +75.4% | +238.2% | -162.9% | -0.3% |
| 10Y | +527.5% | +313.4% | +214.2% | +194.2% |
| All | +13,824.2% | +720.2% | +13,104.0% | +4,318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling