+70.1%
MA vs Z
-20.5%
+90.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.2% |
| 7D | +1.8% | -6.5% | +8.3% | +2.6% |
| 30D | +11.8% | -0.1% | +11.9% | +11.7% |
| 3M | +17.2% | -14.1% | +31.3% | +18.9% |
| 6M | +33.4% | -30.1% | +63.4% | +38.2% |
| YTD | +16.1% | -57.5% | +73.7% | +26.6% |
| 1Y | +19.9% | -60.3% | +80.2% | +31.6% |
| 3Y | +70.1% | -21.0% | +91.1% | +82.4% |
| All | +70.1% | -20.5% | +90.5% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling