+499.0%
MA vs TRI
+191.2%
+307.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -3.5% | -14.4% | +10.9% | +3.4% |
| 30D | +0.7% | -8.1% | +8.8% | +4.1% |
| 3M | +15.8% | +17.5% | -1.7% | +4.4% |
| 6M | +10.2% | -5.0% | +15.2% | +9.1% |
| YTD | -0.5% | -24.7% | +24.2% | +10.6% |
| 1Y | -1.8% | -41.5% | +39.7% | +26.6% |
| 3Y | +38.7% | -20.3% | +59.1% | +39.3% |
| 5Y | +67.6% | -10.9% | +78.6% | +51.7% |
| All | +499.0% | +191.2% | +307.7% | +179.6% |
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