+32.4%
MA vs TER
-38.4%
+70.8%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.2% | +12.7% | -4.1% |
| 7D | +3.2% | -28.2% | +31.4% | -0.3% |
| 30D | +15.9% | -50.6% | +66.5% | +7.7% |
| 3M | +15.2% | -45.3% | +60.5% | +8.6% |
| 6M | +32.4% | -40.4% | +72.8% | +28.7% |
| All | +32.4% | -38.4% | +70.8% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling