+568.4%
MA vs TRGP
+762.8%
-194.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.1% |
| 7D | +1.8% | -5.8% | +7.6% | +3.0% |
| 30D | +11.8% | -1.5% | +13.3% | +11.8% |
| 3M | +17.2% | +6.1% | +11.1% | +15.2% |
| 6M | +33.4% | +14.4% | +19.0% | +28.7% |
| YTD | +16.1% | +55.3% | -39.2% | +4.5% |
| 1Y | +19.9% | +69.1% | -49.2% | +5.8% |
| 3Y | +70.1% | +254.3% | -184.2% | +25.9% |
| 5Y | +89.6% | +471.4% | -381.8% | +25.1% |
| 10Y | +568.4% | +773.0% | -204.6% | +257.3% |
| All | +568.4% | +762.8% | -194.3% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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