+39.1%
MA vs WYNN
-5.1%
+44.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.7% | -4.2% | +2.5% | -1.1% |
| 30D | +1.7% | -14.6% | +16.3% | +4.2% |
| 3M | +17.2% | -18.4% | +35.6% | +20.8% |
| 6M | +13.3% | -11.9% | +25.2% | +15.2% |
| YTD | +0.2% | -26.6% | +26.8% | +4.8% |
| 1Y | -2.7% | -28.5% | +25.8% | +1.7% |
| 3Y | +39.1% | -5.1% | +44.2% | +31.4% |
| All | +39.1% | -5.1% | +44.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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