+568.4%
MA vs USFR
+28.5%
+539.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +11.8% | +0.4% | +11.4% | +11.7% |
| 3M | +17.2% | +1.1% | +16.1% | +16.8% |
| 6M | +33.4% | +2.1% | +31.3% | +32.5% |
| YTD | +16.1% | +3.4% | +12.7% | +14.9% |
| 1Y | +19.9% | +4.1% | +15.8% | +18.3% |
| 3Y | +70.1% | +14.4% | +55.7% | +62.8% |
| 5Y | +89.6% | +21.4% | +68.2% | +77.7% |
| 10Y | +568.4% | +28.5% | +539.9% | +532.0% |
| All | +568.4% | +28.5% | +539.9% | +532.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling