+73.1%
MA vs SPOT
+107.9%
-34.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.6% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | +1.5% | +12.5% | -11.0% | -0.6% |
| 3M | +20.4% | +9.9% | +10.5% | +18.3% |
| 6M | +11.1% | +1.6% | +9.6% | +10.0% |
| YTD | +2.0% | -6.6% | +8.5% | +2.0% |
| 1Y | -2.2% | -22.9% | +20.8% | +1.0% |
| 3Y | +41.9% | +244.3% | -202.4% | +7.2% |
| All | +73.1% | +107.9% | -34.8% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling