+650.1%
MA vs TRU
+247.4%
+402.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.8% | 0.0% | -1.7% | -1.8% |
| 30D | +11.0% | +24.3% | -13.2% | +1.3% |
| 3M | +17.9% | +2.3% | +15.6% | +15.8% |
| 6M | +33.2% | +17.7% | +15.5% | +22.6% |
| YTD | +16.5% | -3.8% | +20.3% | +14.8% |
| 1Y | +19.1% | -0.3% | +19.4% | +15.5% |
| 3Y | +70.6% | +58.4% | +12.1% | +23.7% |
| 5Y | +92.1% | -24.0% | +116.1% | +92.7% |
| 10Y | +569.6% | +187.9% | +381.6% | +285.3% |
| All | +650.1% | +247.4% | +402.8% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling