+18.7%
MA vs TER
+16.5%
+2.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.3% |
| 7D | +2.3% | -20.5% | +22.8% | +0.4% |
| 30D | +14.7% | -47.0% | +61.7% | +9.0% |
| 3M | +13.5% | -43.3% | +56.8% | +8.8% |
| 6M | +33.1% | -42.9% | +76.0% | +28.5% |
| YTD | +15.1% | +12.9% | +2.2% | +10.0% |
| 1Y | +18.7% | +18.2% | +0.6% | +12.6% |
| All | +18.7% | +16.5% | +2.3% | +12.6% |
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