+72.1%
MA vs TER
+186.1%
-114.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.7% | -12.3% | +0.5% |
| 7D | -0.3% | -5.8% | +5.4% | -0.4% |
| 30D | +11.3% | -38.9% | +50.2% | +11.2% |
| 3M | +16.7% | -35.1% | +51.8% | +16.5% |
| 6M | +32.8% | -31.6% | +64.4% | +31.7% |
| YTD | +15.6% | +27.2% | -11.6% | +8.4% |
| 1Y | +19.6% | +35.2% | -15.6% | +11.4% |
| 3Y | +72.1% | +192.8% | -120.7% | +39.8% |
| All | +72.1% | +186.1% | -114.0% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling