+19.4%
MA vs SPOT
-1.8%
+21.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.3% | +2.5% | -2.9% | -0.7% |
| 30D | +11.3% | +15.1% | -3.8% | +9.1% |
| 3M | +16.7% | +24.8% | -8.1% | +13.1% |
| 6M | +32.8% | +45.8% | -13.0% | +26.3% |
| YTD | +15.6% | +4.9% | +10.7% | +10.7% |
| All | +19.4% | -1.8% | +21.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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