+67.6%
MA vs TDY
+34.3%
+33.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.5% | -1.9% | -1.6% | -2.7% |
| 30D | +0.7% | -12.5% | +13.2% | +6.3% |
| 3M | +15.8% | -0.8% | +16.6% | +15.5% |
| 6M | +10.2% | -9.0% | +19.2% | +13.5% |
| YTD | -0.5% | +16.8% | -17.3% | -10.2% |
| 1Y | -1.8% | +9.5% | -11.3% | -8.8% |
| 3Y | +38.7% | +45.4% | -6.7% | +8.3% |
| 5Y | +67.6% | +37.8% | +29.8% | +30.2% |
| All | +67.6% | +34.3% | +33.3% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling