+72.1%
MA vs Z
-21.1%
+93.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.2% |
| 7D | +2.3% | -4.6% | +6.9% | +2.9% |
| 30D | +14.7% | +8.3% | +6.3% | +13.4% |
| 3M | +13.5% | -11.6% | +25.1% | +14.8% |
| 6M | +33.1% | -33.6% | +66.8% | +38.7% |
| YTD | +15.1% | -56.7% | +71.8% | +25.2% |
| 1Y | +18.7% | -59.1% | +77.9% | +29.9% |
| 3Y | +72.1% | -20.4% | +92.4% | +82.8% |
| All | +72.1% | -21.1% | +93.1% | +82.8% |
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 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