+611.8%
MA vs XYZ
+664.1%
-52.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.8% | +1.2% |
| 7D | +1.8% | +12.6% | -10.8% | -1.2% |
| 30D | +11.8% | +10.8% | +1.0% | +9.0% |
| 3M | +17.2% | +8.4% | +8.8% | +14.5% |
| 6M | +33.4% | +14.3% | +19.1% | +28.2% |
| YTD | +16.1% | +31.5% | -15.3% | +6.9% |
| 1Y | +19.9% | +28.1% | -8.2% | +10.8% |
| 3Y | +70.1% | +66.2% | +3.9% | +38.4% |
| 5Y | +89.6% | -62.3% | +152.0% | +104.7% |
| 10Y | +568.4% | +634.6% | -66.2% | +235.9% |
| All | +611.8% | +664.1% | -52.3% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling