+15,692.2%
MA vs TPR
+626.7%
+15,065.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.6% | -4.7% |
| 7D | +3.2% | +13.9% | -10.7% | -1.1% |
| 30D | +15.9% | +14.9% | +1.0% | +10.7% |
| 3M | +15.2% | -15.4% | +30.5% | +20.1% |
| 6M | +32.4% | -4.5% | +36.9% | +31.6% |
| YTD | +15.6% | +6.0% | +9.6% | +10.2% |
| 1Y | +19.3% | +24.3% | -5.0% | +7.4% |
| 3Y | +73.0% | +412.8% | -339.8% | -8.3% |
| 5Y | +93.7% | +258.4% | -164.7% | +11.2% |
| 10Y | +575.0% | +396.8% | +178.1% | +190.2% |
| All | +15,692.2% | +626.7% | +15,065.4% | +5,054.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling