+96.0%
MA vs TRGP
+426.9%
-330.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.2% |
| 7D | -0.3% | -7.2% | +6.8% | +1.1% |
| 30D | +11.3% | -4.2% | +15.5% | +11.9% |
| 3M | +16.7% | +7.0% | +9.7% | +14.2% |
| 6M | +32.8% | +11.2% | +21.5% | +28.2% |
| YTD | +15.6% | +51.1% | -35.5% | +2.9% |
| 1Y | +19.6% | +62.0% | -42.5% | +4.3% |
| 3Y | +72.1% | +248.2% | -176.1% | +16.9% |
| 5Y | +96.0% | +432.4% | -336.3% | +12.7% |
| All | +96.0% | +426.9% | -330.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling