+19.9%
MA vs USFR
+4.1%
+15.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +1.8% | +0.1% | +1.7% | +2.0% |
| 30D | +11.8% | +0.4% | +11.4% | +12.6% |
| 3M | +17.2% | +1.1% | +16.1% | +19.9% |
| 6M | +33.4% | +2.1% | +31.3% | +43.3% |
| YTD | +16.1% | +3.4% | +12.7% | +33.0% |
| 1Y | +19.9% | +4.1% | +15.8% | +43.6% |
| All | +19.9% | +4.1% | +15.8% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling