+66.3%
MA vs UUUU
+132.1%
-65.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -3.5% | +1.8% | -5.3% | -3.6% |
| 30D | +0.8% | +1.8% | -1.1% | +0.6% |
| 3M | +14.8% | +1.3% | +13.5% | +14.3% |
| 6M | +10.0% | -26.8% | +36.8% | +11.0% |
| YTD | -0.1% | +0.1% | -0.2% | -2.9% |
| 1Y | -2.2% | +11.2% | -13.5% | -7.3% |
| 3Y | +39.3% | +97.7% | -58.4% | +19.8% |
| 5Y | +66.3% | +127.3% | -61.0% | +39.6% |
| All | +66.3% | +132.1% | -65.7% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling