+584.1%
MA vs Z
-19.3%
+603.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.8% |
| 7D | -0.5% | -4.9% | +4.4% | +0.4% |
| 30D | +7.9% | +3.0% | +4.9% | +6.9% |
| 3M | +16.8% | -13.4% | +30.2% | +19.1% |
| 6M | +31.0% | -27.3% | +58.3% | +37.5% |
| YTD | +15.0% | -57.8% | +72.8% | +32.5% |
| 1Y | +17.0% | -60.0% | +77.0% | +36.0% |
| 3Y | +68.5% | -21.5% | +90.0% | +64.4% |
| 5Y | +85.0% | -55.0% | +139.9% | +92.5% |
| All | +584.1% | -19.3% | +603.4% | +434.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling