+15,819.0%
MA vs TRI
+390.3%
+15,428.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -2.9% | +4.2% | +2.8% |
| 30D | +9.6% | +3.7% | +5.9% | +6.7% |
| 3M | +16.8% | +3.7% | +13.1% | +12.4% |
| 6M | +35.2% | +35.1% | +0.1% | +9.2% |
| YTD | +16.6% | -14.0% | +30.6% | +17.9% |
| 1Y | +19.8% | -19.0% | +38.7% | +25.4% |
| 3Y | +70.7% | -12.0% | +82.7% | +63.6% |
| 5Y | +87.4% | +0.6% | +86.8% | +62.9% |
| 10Y | +570.0% | +225.4% | +344.6% | +182.2% |
| All | +15,819.0% | +390.3% | +15,428.7% | +4,759.2% |
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