+553.1%
MA vs TPR
+383.4%
+169.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +2.3% | +14.2% | -11.9% | -1.3% |
| 30D | +14.7% | +17.1% | -2.4% | +9.9% |
| 3M | +13.5% | -17.7% | +31.2% | +18.4% |
| 6M | +33.1% | -10.2% | +43.3% | +34.8% |
| YTD | +15.1% | +4.9% | +10.2% | +10.9% |
| 1Y | +18.7% | +36.1% | -17.4% | +6.3% |
| 3Y | +72.1% | +416.5% | -344.4% | -0.1% |
| 5Y | +92.8% | +254.8% | -162.0% | +20.8% |
| All | +553.1% | +383.4% | +169.7% | +228.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling