+93.2%
MA vs TE
-53.0%
+146.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -2.7% | -4.0% | +1.3% | -2.6% |
| 30D | +1.5% | -15.9% | +17.4% | +2.0% |
| 3M | +20.4% | -60.5% | +81.0% | +23.3% |
| 6M | +11.1% | -35.2% | +46.4% | +10.8% |
| YTD | +2.0% | -31.1% | +33.1% | +0.8% |
| 1Y | -2.2% | +148.6% | -150.8% | -10.8% |
| 3Y | +41.9% | -26.4% | +68.3% | +35.8% |
| 5Y | +75.4% | -48.0% | +123.4% | +68.2% |
| All | +93.2% | -53.0% | +146.2% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling