+15,692.2%
MA vs RL
+794.1%
+14,898.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.9% | +0.1% |
| 7D | +3.2% | -4.7% | +7.9% | +4.9% |
| 30D | +15.9% | +3.6% | +12.4% | +14.4% |
| 3M | +15.2% | +0.5% | +14.6% | +14.5% |
| 6M | +32.4% | +6.6% | +25.8% | +27.6% |
| YTD | +15.6% | +8.8% | +6.8% | +9.8% |
| 1Y | +19.3% | +21.8% | -2.4% | +8.5% |
| 3Y | +73.0% | +245.8% | -172.8% | +1.3% |
| 5Y | +93.7% | +230.0% | -136.2% | +11.9% |
| 10Y | +575.0% | +369.4% | +205.5% | +201.5% |
| All | +15,692.2% | +794.1% | +14,898.0% | +4,750.4% |
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 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