+102.8%
MA vs U
-31.4%
+134.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.3% | +32.3% | -32.7% | -3.0% |
| 30D | +11.3% | +9.7% | +1.6% | +10.1% |
| 3M | +16.7% | +19.6% | -2.9% | +14.4% |
| 6M | +32.8% | +82.6% | -49.9% | +24.8% |
| YTD | +15.6% | +16.4% | -0.8% | +11.7% |
| 1Y | +19.6% | +28.5% | -8.9% | +14.2% |
| 3Y | +72.1% | +103.8% | -31.7% | +50.0% |
| 5Y | +96.0% | -70.0% | +166.1% | +89.3% |
| All | +102.8% | -31.4% | +134.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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