+513.2%
MA vs XYZ
+580.4%
-67.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -3.5% | -3.7% | +0.2% | -2.6% |
| 30D | +0.8% | +0.5% | +0.2% | +0.5% |
| 3M | +14.8% | +16.3% | -1.5% | +10.3% |
| 6M | +10.0% | +21.1% | -11.2% | +4.1% |
| YTD | -0.1% | +22.0% | -22.1% | -6.4% |
| 1Y | -2.2% | +5.2% | -7.4% | -5.6% |
| 3Y | +39.3% | +49.6% | -10.3% | +14.8% |
| 5Y | +66.3% | -68.4% | +134.8% | +90.6% |
| 10Y | +513.2% | +604.5% | -91.3% | +189.9% |
| All | +513.2% | +580.4% | -67.1% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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