+72.1%
MA vs WY
-23.3%
+95.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.3% | -0.8% | +0.4% | -0.2% |
| 30D | +11.3% | +10.6% | +0.7% | +8.8% |
| 3M | +16.7% | -16.6% | +33.3% | +21.1% |
| 6M | +32.8% | -8.6% | +41.4% | +34.4% |
| YTD | +15.6% | -8.4% | +24.0% | +16.4% |
| 1Y | +19.6% | -5.1% | +24.7% | +19.0% |
| 3Y | +72.1% | -21.9% | +94.0% | +81.3% |
| All | +72.1% | -23.3% | +95.4% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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