+92.3%
MA vs Z
-55.4%
+147.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.1% |
| 7D | +2.3% | -4.6% | +6.9% | +3.0% |
| 30D | +14.7% | +8.3% | +6.3% | +12.7% |
| 3M | +13.5% | -11.6% | +25.1% | +15.3% |
| 6M | +33.1% | -33.6% | +66.8% | +41.5% |
| YTD | +15.1% | -56.7% | +71.8% | +30.9% |
| 1Y | +18.7% | -59.1% | +77.9% | +36.3% |
| 3Y | +72.1% | -20.4% | +92.4% | +66.0% |
| All | +92.3% | -55.4% | +147.7% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling