+13,824.1%
MA vs TRI
+374.1%
+13,450.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +1.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +1.5% | +7.9% | -6.3% | -3.1% |
| 3M | +20.4% | +24.1% | -3.6% | +4.3% |
| 6M | +11.1% | +3.8% | +7.3% | +4.3% |
| YTD | +2.0% | -16.9% | +18.8% | +6.4% |
| 1Y | -2.2% | -38.4% | +36.2% | +21.6% |
| 3Y | +41.9% | -12.2% | +54.1% | +37.5% |
| 5Y | +75.4% | -1.8% | +77.1% | +56.2% |
| 10Y | +527.5% | +207.6% | +319.9% | +176.2% |
| All | +13,824.1% | +374.1% | +13,450.1% | +4,288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling