+104.3%
MA vs U
-33.8%
+138.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -1.8% | +16.9% | -18.7% | -3.3% |
| 30D | +11.0% | +6.4% | +4.7% | +10.1% |
| 3M | +17.9% | +13.2% | +4.7% | +16.1% |
| 6M | +33.2% | +84.8% | -51.6% | +25.0% |
| YTD | +16.5% | +12.4% | +4.1% | +12.9% |
| 1Y | +19.1% | +19.8% | -0.7% | +14.6% |
| 3Y | +70.6% | +83.8% | -13.3% | +50.3% |
| 5Y | +92.1% | -72.7% | +164.9% | +86.7% |
| All | +104.3% | -33.8% | +138.1% | +76.1% |
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