+593.1%
MA vs Z
-16.5%
+609.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.7% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | +9.6% | +5.2% | +4.4% | +8.2% |
| 3M | +16.8% | -17.0% | +33.8% | +20.1% |
| 6M | +35.2% | -22.7% | +57.8% | +40.2% |
| YTD | +16.6% | -56.3% | +72.9% | +33.4% |
| 1Y | +19.8% | -57.7% | +77.4% | +37.6% |
| 3Y | +70.7% | -16.5% | +87.2% | +64.6% |
| 5Y | +87.4% | -53.4% | +140.8% | +93.8% |
| All | +593.1% | -16.5% | +609.6% | +438.3% |
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