+554.8%
MA vs Z
-11.7%
+566.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.2% |
| 7D | -0.3% | -5.2% | +4.8% | +0.5% |
| 30D | +11.3% | +5.7% | +5.6% | +9.8% |
| 3M | +16.7% | -8.7% | +25.4% | +17.8% |
| 6M | +32.8% | -26.0% | +58.8% | +38.9% |
| YTD | +15.6% | -55.0% | +70.7% | +31.7% |
| 1Y | +19.6% | -58.0% | +77.6% | +37.7% |
| 3Y | +72.1% | -15.2% | +87.3% | +65.6% |
| 5Y | +96.0% | -53.8% | +149.9% | +103.2% |
| 10Y | +554.8% | -14.5% | +569.3% | +404.1% |
| All | +554.8% | -11.7% | +566.4% | +404.1% |
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