+78.8%
MA vs U
-44.5%
+123.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.7% | -3.8% | +1.1% | -2.4% |
| 30D | +1.5% | +17.5% | -15.9% | -0.1% |
| 3M | +20.4% | +38.7% | -18.3% | +16.5% |
| 6M | +11.1% | +104.4% | -93.3% | +3.4% |
| YTD | +2.0% | -5.7% | +7.6% | +0.8% |
| 1Y | -2.2% | +3.7% | -5.8% | -4.8% |
| 3Y | +41.9% | +12.3% | +29.6% | +31.7% |
| 5Y | +75.4% | -68.8% | +144.2% | +70.8% |
| All | +78.8% | -44.5% | +123.3% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling