+86.9%
MA vs S
-48.3%
+135.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | +11.0% | -7.3% | +18.4% | +11.7% |
| 3M | +17.9% | +5.9% | +12.0% | +16.2% |
| 6M | +33.2% | +45.6% | -12.5% | +25.9% |
| YTD | +16.5% | +58.5% | -42.1% | +8.4% |
| 1Y | +19.1% | +37.6% | -18.5% | +12.5% |
| 3Y | +70.6% | +51.7% | +18.9% | +54.5% |
| 5Y | +92.1% | -67.5% | +159.6% | +88.7% |
| All | +86.9% | -48.3% | +135.2% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling