+118.0%
MA vs TE
-79.9%
+197.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.3% | -1.0% |
| 7D | -0.5% | -13.6% | +13.1% | -0.1% |
| 30D | +7.9% | -37.7% | +45.6% | +9.2% |
| 3M | +16.8% | -59.8% | +76.6% | +19.5% |
| 6M | +31.0% | -66.3% | +97.3% | +33.0% |
| YTD | +15.0% | -70.5% | +85.6% | +16.2% |
| 1Y | +17.0% | -48.8% | +65.9% | +14.6% |
| 3Y | +68.5% | +31.3% | +37.1% | +44.6% |
| 5Y | +85.0% | -82.0% | +167.0% | +82.8% |
| All | +118.0% | -79.9% | +197.9% | +124.7% |
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