+865.2%
MA vs USFR
+28.5%
+836.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +14.7% | +0.4% | +14.3% | +14.6% |
| 3M | +13.5% | +1.1% | +12.4% | +13.2% |
| 6M | +33.1% | +2.1% | +31.1% | +32.4% |
| YTD | +15.1% | +3.4% | +11.7% | +14.1% |
| 1Y | +18.7% | +4.1% | +14.6% | +17.5% |
| 3Y | +72.1% | +14.4% | +57.7% | +66.4% |
| 5Y | +92.8% | +21.3% | +71.5% | +83.6% |
| 10Y | +571.6% | +28.5% | +543.2% | +533.6% |
| All | +865.2% | +28.5% | +836.6% | +803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling