+103.7%
MA vs U
-32.9%
+136.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | +1.8% | +24.4% | -22.6% | -0.3% |
| 30D | +11.8% | +7.4% | +4.5% | +10.8% |
| 3M | +17.2% | +16.8% | +0.4% | +15.1% |
| 6M | +33.4% | +78.8% | -45.4% | +25.6% |
| YTD | +16.1% | +14.0% | +2.2% | +12.5% |
| 1Y | +19.9% | +16.7% | +3.2% | +15.6% |
| 3Y | +70.1% | +86.4% | -16.3% | +49.7% |
| 5Y | +89.6% | -71.5% | +161.1% | +83.7% |
| All | +103.7% | -32.9% | +136.6% | +75.4% |
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