+524.8%
MA vs XYZ
+638.9%
-114.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | +1.5% | -1.7% | +3.2% | +1.7% |
| 3M | +20.4% | +16.7% | +3.7% | +15.7% |
| 6M | +11.1% | +26.9% | -15.7% | +4.3% |
| YTD | +2.0% | +27.1% | -25.2% | -5.2% |
| 1Y | -2.2% | +9.3% | -11.4% | -6.3% |
| 3Y | +41.9% | +42.3% | -0.4% | +19.6% |
| 5Y | +75.4% | -69.3% | +144.7% | +99.9% |
| 10Y | +527.5% | +586.8% | -59.3% | +219.8% |
| All | +524.8% | +638.9% | -114.1% | +201.1% |
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