+593.1%
MA vs WU
-38.9%
+632.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.7% |
| 7D | +1.3% | -2.0% | +3.3% | +2.2% |
| 30D | +9.6% | +11.4% | -1.8% | +4.4% |
| 3M | +16.8% | -6.8% | +23.6% | +19.7% |
| 6M | +35.2% | -14.6% | +49.8% | +41.5% |
| YTD | +16.6% | -20.6% | +37.2% | +25.4% |
| 1Y | +19.8% | -15.4% | +35.1% | +24.9% |
| 3Y | +70.7% | -23.6% | +94.3% | +79.7% |
| 5Y | +87.4% | -43.4% | +130.8% | +126.0% |
| All | +593.1% | -38.9% | +632.0% | +660.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling