+73.1%
MA vs TER
+197.9%
-124.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.6% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +1.5% | -8.3% | +9.8% | +2.1% |
| 3M | +20.4% | -12.2% | +32.6% | +20.1% |
| 6M | +11.1% | +17.1% | -5.9% | +4.3% |
| YTD | +2.0% | +84.7% | -82.7% | -12.5% |
| 1Y | -2.2% | +199.9% | -202.1% | -24.8% |
| 3Y | +41.9% | +232.8% | -190.9% | -1.0% |
| All | +73.1% | +197.9% | -124.8% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling