+96.0%
MA vs XYZ
-62.9%
+158.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.2% |
| 7D | -0.3% | +14.9% | -15.2% | -3.0% |
| 30D | +11.3% | +14.7% | -3.3% | +8.4% |
| 3M | +16.7% | +12.1% | +4.6% | +13.9% |
| 6M | +32.8% | +18.3% | +14.5% | +28.0% |
| YTD | +15.6% | +36.1% | -20.4% | +7.8% |
| 1Y | +19.6% | +35.3% | -15.7% | +11.4% |
| 3Y | +72.1% | +73.5% | -1.4% | +45.4% |
| 5Y | +96.0% | -61.6% | +157.7% | +132.2% |
| All | +96.0% | -62.9% | +158.9% | +132.2% |
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