+5,879.4%
MA vs UUUU
-92.0%
+5,971.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -2.7% | -1.4% | -1.3% | -2.6% |
| 30D | +1.5% | +16.3% | -14.8% | +0.4% |
| 3M | +20.4% | -16.7% | +37.1% | +21.2% |
| 6M | +11.1% | -33.7% | +44.8% | +12.9% |
| YTD | +2.0% | -0.5% | +2.4% | -0.1% |
| 1Y | -2.2% | +28.9% | -31.0% | -6.8% |
| 3Y | +41.9% | +99.9% | -58.0% | +27.5% |
| 5Y | +75.4% | +135.3% | -59.9% | +51.7% |
| 10Y | +527.5% | +518.4% | +9.2% | +373.8% |
| All | +5,879.4% | -92.0% | +5,971.4% | +4,710.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling