+38.6%
MA vs UUUU
+96.1%
-57.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -3.5% | +1.8% | -5.3% | -3.5% |
| 30D | +0.8% | +1.8% | -1.1% | +0.8% |
| 3M | +14.8% | +1.3% | +13.5% | +14.7% |
| 6M | +10.0% | -26.8% | +36.8% | +10.2% |
| YTD | -0.1% | +0.1% | -0.2% | -1.3% |
| 1Y | -2.2% | +11.2% | -13.5% | -4.1% |
| All | +38.6% | +96.1% | -57.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 3y: compounded portfolio wealth divided by compounded UUUU 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…
3y analysis · Full analysis span regression · 6 months rolling