+13,824.2%
MA vs TPR
+561.5%
+13,262.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | +1.5% | -23.0% | +24.5% | +9.4% |
| 3M | +20.4% | -12.5% | +32.9% | +24.3% |
| 6M | +11.1% | -21.4% | +32.6% | +17.5% |
| YTD | +2.0% | -3.5% | +5.5% | +0.4% |
| 1Y | -2.2% | +17.4% | -19.5% | -10.3% |
| 3Y | +41.9% | +291.3% | -249.4% | -17.6% |
| 5Y | +75.4% | +241.9% | -166.6% | +2.0% |
| 10Y | +527.5% | +322.7% | +204.9% | +185.8% |
| All | +13,824.2% | +561.5% | +13,262.6% | +4,598.3% |
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