+92.3%
MA vs U
-66.8%
+159.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.0% |
| 7D | +2.3% | +36.6% | -34.3% | -0.9% |
| 30D | +14.7% | +13.3% | +1.4% | +13.0% |
| 3M | +13.5% | +26.2% | -12.7% | +10.5% |
| 6M | +33.1% | +88.7% | -55.6% | +24.2% |
| YTD | +15.1% | +16.6% | -1.5% | +11.0% |
| 1Y | +18.7% | +29.0% | -10.2% | +13.1% |
| 3Y | +72.1% | +99.5% | -27.4% | +48.6% |
| All | +92.3% | -66.8% | +159.1% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling