+40.1%
MA vs XYZ
+43.0%
-2.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | -1.8% | +2.9% | -4.6% | -2.2% |
| 30D | +1.4% | +1.4% | 0.0% | +1.1% |
| 3M | +17.7% | +14.6% | +3.2% | +15.2% |
| 6M | +9.7% | +20.8% | -11.1% | +6.1% |
| YTD | +0.5% | +23.1% | -22.6% | -3.5% |
| 1Y | -2.1% | +5.6% | -7.7% | -4.2% |
| 3Y | +40.1% | +50.9% | -10.8% | +26.8% |
| All | +40.1% | +43.0% | -2.9% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling