+503.0%
MA vs TDY
+479.2%
+23.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -1.7% | -1.1% | -0.6% | -1.2% |
| 30D | +1.7% | -12.0% | +13.7% | +8.2% |
| 3M | +17.2% | -3.2% | +20.4% | +18.4% |
| 6M | +13.3% | -7.9% | +21.2% | +16.6% |
| YTD | +0.2% | +18.2% | -18.0% | -10.6% |
| 1Y | -2.7% | +6.7% | -9.4% | -8.6% |
| 3Y | +39.1% | +47.5% | -8.5% | +6.9% |
| 5Y | +68.8% | +39.5% | +29.3% | +32.4% |
| All | +503.0% | +479.2% | +23.8% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling