+2,458.3%
MA vs TRGP
+2,231.3%
+227.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | +1.5% | +11.5% | -10.0% | -0.7% |
| 3M | +20.4% | +9.0% | +11.4% | +18.0% |
| 6M | +11.1% | +20.5% | -9.4% | +6.5% |
| YTD | +2.0% | +59.5% | -57.6% | -7.8% |
| 1Y | -2.2% | +77.9% | -80.1% | -13.7% |
| 3Y | +41.9% | +253.6% | -211.7% | +7.6% |
| 5Y | +75.4% | +615.5% | -540.1% | +14.5% |
| 10Y | +527.5% | +897.1% | -369.6% | +232.4% |
| All | +2,458.3% | +2,231.3% | +227.0% | +746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling