+644.6%
MA vs TRU
+251.7%
+392.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.5% |
| 7D | -0.3% | +4.9% | -5.2% | -2.3% |
| 30D | +11.3% | +26.9% | -15.6% | +0.7% |
| 3M | +16.7% | +4.0% | +12.7% | +13.8% |
| 6M | +32.8% | +15.8% | +17.0% | +23.0% |
| YTD | +15.6% | -2.6% | +18.2% | +13.4% |
| 1Y | +19.6% | +3.9% | +15.7% | +14.0% |
| 3Y | +72.1% | +59.2% | +12.9% | +24.7% |
| 5Y | +96.0% | -25.7% | +121.7% | +99.4% |
| 10Y | +554.8% | +179.3% | +375.5% | +280.2% |
| All | +644.6% | +251.7% | +392.9% | +309.4% |
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