+67.5%
MA vs XYZ
-69.7%
+137.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | -1.8% | +2.9% | -4.6% | -2.3% |
| 30D | +1.4% | +1.4% | 0.0% | +1.1% |
| 3M | +17.7% | +14.6% | +3.2% | +14.6% |
| 6M | +9.7% | +20.8% | -11.1% | +5.3% |
| YTD | +0.5% | +23.1% | -22.6% | -4.4% |
| 1Y | -2.1% | +5.6% | -7.7% | -4.6% |
| 3Y | +40.1% | +50.9% | -10.8% | +21.3% |
| 5Y | +67.5% | -68.6% | +136.1% | +92.8% |
| All | +67.5% | -69.7% | +137.3% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling