+43.3%
MA vs U
+13.4%
+29.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.7% | -3.8% | +1.1% | -2.5% |
| 30D | +1.5% | +17.5% | -15.9% | +0.4% |
| 3M | +20.4% | +38.7% | -18.3% | +17.8% |
| 6M | +11.1% | +104.4% | -93.3% | +6.1% |
| YTD | +2.0% | -5.7% | +7.6% | +1.3% |
| 1Y | -2.2% | +3.7% | -5.8% | -3.9% |
| All | +43.3% | +13.4% | +29.9% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling