+120.7%
MA vs TE
-78.2%
+199.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.2% |
| 7D | -1.8% | -22.0% | +20.2% | -1.1% |
| 30D | +11.0% | -33.6% | +44.7% | +12.2% |
| 3M | +17.9% | -61.1% | +78.9% | +20.7% |
| 6M | +33.2% | -64.7% | +97.9% | +35.0% |
| YTD | +16.5% | -68.1% | +84.6% | +17.4% |
| 1Y | +19.1% | -51.7% | +70.8% | +17.1% |
| 3Y | +70.6% | +42.0% | +28.6% | +46.1% |
| 5Y | +92.1% | -80.8% | +172.9% | +89.5% |
| All | +120.7% | -78.2% | +199.0% | +127.0% |
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