+373.0%
MA vs USHY
+47.7%
+325.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.2% |
| 30D | +11.8% | -0.1% | +12.0% | +12.1% |
| 3M | +17.2% | -1.9% | +19.0% | +21.4% |
| 6M | +33.4% | -1.0% | +34.4% | +35.9% |
| YTD | +16.1% | +0.4% | +15.7% | +14.9% |
| 1Y | +19.9% | +1.4% | +18.5% | +16.3% |
| 3Y | +70.1% | +24.9% | +45.2% | +9.7% |
| 5Y | +89.6% | +19.3% | +70.3% | +38.2% |
| All | +373.0% | +47.7% | +325.3% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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