+553.1%
MA vs TER
+897.7%
-344.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | +2.3% | -20.5% | +22.8% | +6.5% |
| 30D | +14.7% | -47.0% | +61.7% | +28.6% |
| 3M | +13.5% | -43.3% | +56.8% | +24.2% |
| 6M | +33.1% | -42.9% | +76.0% | +40.2% |
| YTD | +15.1% | +12.9% | +2.2% | -3.1% |
| 1Y | +18.7% | +18.2% | +0.6% | -1.8% |
| 3Y | +72.1% | +151.8% | -79.7% | +0.5% |
| 5Y | +92.8% | +54.2% | +38.6% | +28.1% |
| All | +553.1% | +897.7% | -344.7% | +92.0% |
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 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