+92.3%
MA vs S
-67.4%
+159.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +2.3% | -13.4% | +15.7% | +4.0% |
| 30D | +14.7% | -14.0% | +28.7% | +16.5% |
| 3M | +13.5% | +4.9% | +8.6% | +11.9% |
| 6M | +33.1% | +42.0% | -8.9% | +25.6% |
| YTD | +15.1% | +45.1% | -30.1% | +7.7% |
| 1Y | +18.7% | +33.1% | -14.3% | +12.1% |
| 3Y | +72.1% | +40.6% | +31.4% | +55.6% |
| All | +92.3% | -67.4% | +159.7% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling