+63.6%
MA vs S
-56.8%
+120.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.7% | -7.7% | +5.0% | -1.8% |
| 30D | +1.5% | -5.3% | +6.9% | +1.9% |
| 3M | +20.4% | +20.3% | +0.2% | +17.2% |
| 6M | +11.1% | +47.4% | -36.2% | +5.1% |
| YTD | +2.0% | +32.5% | -30.6% | -2.5% |
| 1Y | -2.2% | +9.5% | -11.7% | -4.6% |
| 3Y | +41.9% | +15.5% | +26.4% | +33.2% |
| 5Y | +75.4% | -71.2% | +146.6% | +74.5% |
| All | +63.6% | -56.8% | +120.4% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling