+593.1%
MA vs TER
+998.2%
-405.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.3% |
| 7D | +1.3% | +14.4% | -13.1% | -1.5% |
| 30D | +9.6% | -30.6% | +40.2% | +16.4% |
| 3M | +16.8% | -39.2% | +56.0% | +26.0% |
| 6M | +35.2% | -31.3% | +66.5% | +36.9% |
| YTD | +16.6% | +29.1% | -12.5% | -4.6% |
| 1Y | +19.8% | +47.4% | -27.7% | -6.1% |
| 3Y | +70.7% | +191.2% | -120.5% | -3.5% |
| 5Y | +87.4% | +74.0% | +13.4% | +21.7% |
| All | +593.1% | +998.2% | -405.1% | +98.8% |
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