+67.5%
MA vs TE
-41.1%
+108.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.4% | -1.7% |
| 7D | -1.8% | +18.2% | -20.0% | -2.3% |
| 30D | +1.4% | -13.5% | +14.9% | +1.8% |
| 3M | +17.7% | -44.6% | +62.3% | +19.3% |
| 6M | +9.7% | -24.7% | +34.4% | +8.7% |
| YTD | +0.5% | -24.3% | +24.7% | -1.0% |
| 1Y | -2.1% | +155.6% | -157.6% | -10.8% |
| 3Y | +40.1% | -18.3% | +58.3% | +35.1% |
| 5Y | +67.5% | -41.3% | +108.8% | +59.8% |
| All | +67.5% | -41.1% | +108.6% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling