+19.1%
MA vs S
+38.7%
-19.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -1.8% | +1.2% | -3.0% | -1.9% |
| 30D | +11.0% | -7.3% | +18.4% | +11.5% |
| 3M | +17.9% | +5.9% | +12.0% | +16.8% |
| 6M | +33.2% | +45.6% | -12.5% | +26.6% |
| YTD | +16.5% | +58.5% | -42.1% | +8.2% |
| 1Y | +19.1% | +37.6% | -18.5% | +11.1% |
| All | +19.1% | +38.7% | -19.6% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling