+102.8%
MA vs U
-34.9%
+137.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.9% | -17.4% | -3.8% |
| 7D | +3.2% | +24.3% | -21.1% | +1.0% |
| 30D | +15.9% | +8.6% | +7.4% | +14.8% |
| 3M | +15.2% | +37.6% | -22.4% | +11.3% |
| 6M | +32.4% | +78.5% | -46.1% | +24.6% |
| YTD | +15.6% | +10.5% | +5.2% | +12.3% |
| 1Y | +19.3% | +15.2% | +4.1% | +15.1% |
| 3Y | +73.0% | +76.6% | -3.6% | +53.0% |
| 5Y | +93.7% | -67.9% | +161.6% | +86.7% |
| All | +102.8% | -34.9% | +137.7% | +75.2% |
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