+70.1%
MA vs S
+54.2%
+15.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | +11.8% | -10.8% | +22.6% | +12.8% |
| 3M | +17.2% | +5.4% | +11.8% | +15.8% |
| 6M | +33.4% | +41.2% | -7.8% | +27.2% |
| YTD | +16.1% | +56.2% | -40.1% | +9.0% |
| 1Y | +19.9% | +36.3% | -16.4% | +13.9% |
| 3Y | +70.1% | +49.4% | +20.6% | +62.0% |
| All | +70.1% | +54.2% | +15.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling