+92.1%
MA vs TRI
-0.1%
+92.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.8% | -7.2% | +5.4% | +0.3% |
| 30D | +11.0% | +4.4% | +6.6% | +9.3% |
| 3M | +17.9% | +4.5% | +13.4% | +15.4% |
| 6M | +33.2% | +23.7% | +9.4% | +21.8% |
| YTD | +16.5% | -14.4% | +30.9% | +21.5% |
| 1Y | +19.1% | -17.4% | +36.5% | +26.2% |
| 3Y | +70.6% | -11.0% | +81.6% | +63.1% |
| 5Y | +92.1% | +0.7% | +91.4% | +58.5% |
| All | +92.1% | -0.1% | +92.3% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling