+505.6%
MA vs USFR
+28.1%
+477.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | +1.4% | +0.3% | +1.1% | +1.3% |
| 3M | +17.7% | +1.0% | +16.8% | +17.4% |
| 6M | +9.7% | +1.9% | +7.7% | +9.0% |
| YTD | +0.5% | +2.7% | -2.2% | -0.3% |
| 1Y | -2.1% | +4.0% | -6.1% | -3.3% |
| 3Y | +40.1% | +14.0% | +26.1% | +34.4% |
| 5Y | +67.5% | +20.4% | +47.1% | +57.7% |
| 10Y | +505.6% | +28.1% | +477.5% | +475.2% |
| All | +505.6% | +28.1% | +477.5% | +475.2% |
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