+89.3%
MA vs TE
-49.8%
+139.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | -3.5% | +15.0% | -18.5% | -3.9% |
| 30D | +0.8% | -7.5% | +8.3% | +0.9% |
| 3M | +14.8% | -42.0% | +56.7% | +16.1% |
| 6M | +10.0% | -31.4% | +41.4% | +9.4% |
| YTD | -0.1% | -26.5% | +26.4% | -1.5% |
| 1Y | -2.2% | +153.1% | -155.3% | -10.8% |
| 3Y | +39.3% | -20.7% | +59.9% | +32.9% |
| 5Y | +66.3% | -45.4% | +111.8% | +59.3% |
| All | +89.3% | -49.8% | +139.1% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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