+19.1%
MA vs Z
-59.6%
+78.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -1.8% | -13.1% | +11.3% | +0.4% |
| 30D | +11.0% | +5.9% | +5.2% | +10.0% |
| 3M | +17.9% | -13.7% | +31.5% | +20.1% |
| 6M | +33.2% | -27.1% | +60.3% | +37.8% |
| YTD | +16.5% | -56.8% | +73.3% | +29.7% |
| 1Y | +19.1% | -60.2% | +79.3% | +34.5% |
| All | +19.1% | -59.6% | +78.7% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling