+22.5%
MA vs TER
+42.7%
-20.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.8% | +10.8% | +3.3% |
| 7D | +10.2% | -19.9% | +30.1% | +8.2% |
| 30D | +19.3% | -43.5% | +62.9% | +14.1% |
| 3M | +18.0% | -37.8% | +55.7% | +14.0% |
| 6M | +33.7% | -25.6% | +59.3% | +31.3% |
| YTD | +18.6% | +29.8% | -11.2% | +14.7% |
| 1Y | +22.5% | +43.2% | -20.7% | +17.0% |
| All | +22.5% | +42.7% | -20.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling