+19.9%
MA vs TER
+30.5%
-10.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.4% |
| 7D | +1.8% | -8.9% | +10.7% | +1.1% |
| 30D | +11.8% | -39.1% | +50.9% | +7.6% |
| 3M | +17.2% | -32.8% | +49.9% | +13.9% |
| 6M | +33.4% | -31.7% | +65.1% | +30.5% |
| YTD | +16.1% | +26.9% | -10.8% | +12.2% |
| 1Y | +19.9% | +33.6% | -13.7% | +14.9% |
| All | +19.9% | +30.5% | -10.6% | +14.9% |
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