+13,624.1%
MA vs TDY
+1,659.0%
+11,965.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -1.8% | -0.9% | -0.9% | -1.3% |
| 30D | +1.4% | -12.5% | +13.9% | +8.1% |
| 3M | +17.7% | -1.2% | +18.9% | +17.8% |
| 6M | +9.7% | -6.6% | +16.2% | +11.9% |
| YTD | +0.5% | +18.5% | -18.0% | -9.8% |
| 1Y | -2.1% | +10.8% | -12.8% | -9.4% |
| 3Y | +40.1% | +47.5% | -7.4% | +9.7% |
| 5Y | +67.5% | +35.8% | +31.7% | +35.8% |
| 10Y | +505.6% | +459.0% | +46.6% | +134.9% |
| All | +13,624.1% | +1,659.0% | +11,965.2% | +3,039.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling