+499.0%
MA vs TRU
+144.8%
+354.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -9.4% | +5.9% | +0.4% |
| 30D | +0.7% | -4.1% | +4.8% | +2.2% |
| 3M | +15.8% | +13.6% | +2.2% | +8.9% |
| 6M | +10.2% | +3.6% | +6.6% | +7.0% |
| YTD | -0.5% | -9.8% | +9.3% | +1.4% |
| 1Y | -1.8% | -13.6% | +11.8% | +1.0% |
| 3Y | +38.7% | -2.0% | +40.7% | +24.3% |
| 5Y | +67.6% | -35.8% | +103.4% | +86.9% |
| All | +499.0% | +144.8% | +354.2% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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