+556.6%
MA vs TRU
+238.0%
+318.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +1.3% |
| 7D | -2.7% | -6.8% | +4.1% | 0.0% |
| 30D | +1.5% | 0.0% | +1.5% | +1.3% |
| 3M | +20.4% | +13.3% | +7.1% | +13.6% |
| 6M | +11.1% | +3.4% | +7.7% | +8.1% |
| YTD | +2.0% | -6.4% | +8.3% | +2.3% |
| 1Y | -2.2% | -9.7% | +7.5% | -1.3% |
| 3Y | +41.9% | +0.1% | +41.7% | +26.7% |
| 5Y | +75.4% | -34.0% | +109.4% | +90.7% |
| 10Y | +527.5% | +147.9% | +379.7% | +282.2% |
| All | +556.6% | +238.0% | +318.6% | +269.3% |
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