-2.2%
MA vs TPR
+18.2%
-20.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.7% | -2.7% | 0.0% | -2.5% |
| 30D | +1.5% | -23.3% | +24.8% | +3.0% |
| 3M | +20.4% | -12.8% | +33.2% | +21.0% |
| 6M | +11.1% | -21.7% | +32.9% | +12.5% |
| YTD | +2.0% | -3.9% | +5.8% | +0.9% |
| 1Y | -2.2% | +16.9% | -19.1% | -4.1% |
| All | -2.2% | +18.2% | -20.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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