+584.1%
MA vs TRI
+225.1%
+359.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -0.5% | -7.5% | +7.0% | +2.9% |
| 30D | +7.9% | +3.9% | +4.0% | +5.4% |
| 3M | +16.8% | +7.2% | +9.6% | +11.4% |
| 6M | +31.0% | +27.0% | +4.0% | +12.1% |
| YTD | +15.0% | -14.0% | +29.1% | +19.3% |
| 1Y | +17.0% | -17.7% | +34.7% | +24.5% |
| 3Y | +68.5% | -10.7% | +79.1% | +59.8% |
| 5Y | +85.0% | +0.6% | +84.4% | +57.3% |
| All | +584.1% | +225.1% | +359.0% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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