+608.5%
MA vs XYZ
+690.7%
-82.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.4% |
| 7D | -0.3% | +14.9% | -15.2% | -3.7% |
| 30D | +11.3% | +14.7% | -3.3% | +7.6% |
| 3M | +16.7% | +12.1% | +4.6% | +13.2% |
| 6M | +32.8% | +18.3% | +14.5% | +26.6% |
| YTD | +15.6% | +36.1% | -20.4% | +5.6% |
| 1Y | +19.6% | +35.3% | -15.7% | +9.1% |
| 3Y | +72.1% | +73.5% | -1.4% | +38.7% |
| 5Y | +96.0% | -61.6% | +157.7% | +110.9% |
| 10Y | +554.8% | +638.0% | -83.2% | +227.7% |
| All | +608.5% | +690.7% | -82.2% | +235.3% |
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