+19.9%
MA vs U
+21.4%
-1.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.5% |
| 7D | +1.8% | +24.4% | -22.6% | +0.9% |
| 30D | +11.8% | +7.4% | +4.5% | +11.4% |
| 3M | +17.2% | +16.8% | +0.4% | +16.3% |
| 6M | +33.4% | +78.8% | -45.4% | +29.8% |
| YTD | +16.1% | +14.0% | +2.2% | +13.6% |
| 1Y | +19.9% | +16.7% | +3.2% | +16.6% |
| All | +19.9% | +21.4% | -1.4% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling