+72.1%
MA vs TE
-20.5%
+92.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.4% | +0.5% |
| 7D | -0.3% | -10.5% | +10.2% | -0.3% |
| 30D | +11.3% | -32.4% | +43.8% | +11.4% |
| 3M | +16.7% | -60.9% | +77.5% | +17.0% |
| 6M | +32.8% | -62.8% | +95.6% | +32.5% |
| YTD | +15.6% | -65.7% | +81.3% | +15.1% |
| 1Y | +19.6% | -39.9% | +59.5% | +17.6% |
| 3Y | +72.1% | +10.6% | +61.5% | +62.2% |
| All | +72.1% | -20.5% | +92.6% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling