+72.9%
MA vs TER
+144.0%
-71.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.2% | +12.7% | -2.6% |
| 7D | +3.2% | -28.2% | +31.4% | +3.0% |
| 30D | +15.9% | -50.6% | +66.5% | +15.8% |
| 3M | +15.2% | -45.3% | +60.5% | +14.9% |
| 6M | +32.4% | -40.4% | +72.8% | +31.1% |
| YTD | +15.6% | +10.0% | +5.6% | +8.4% |
| 1Y | +19.3% | +13.6% | +5.7% | +11.4% |
| All | +72.9% | +144.0% | -71.1% | +41.1% |
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