+569.6%
MA vs TER
+1,093.5%
-523.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | -1.3% |
| 7D | -1.8% | +5.9% | -7.7% | -3.3% |
| 30D | +11.0% | -30.8% | +41.8% | +18.1% |
| 3M | +17.9% | -29.9% | +47.8% | +23.6% |
| 6M | +33.2% | -27.5% | +60.6% | +33.6% |
| YTD | +16.5% | +37.5% | -21.0% | -5.8% |
| 1Y | +19.1% | +50.3% | -31.2% | -6.5% |
| 3Y | +70.6% | +204.9% | -134.3% | -4.1% |
| 5Y | +92.1% | +89.2% | +3.0% | +22.4% |
| 10Y | +569.6% | +1,077.0% | -507.4% | +91.2% |
| All | +569.6% | +1,093.5% | -523.9% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling