+73.1%
MA vs Z
-64.8%
+137.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 30D | +1.5% | -4.2% | +5.7% | +2.0% |
| 3M | +20.4% | -3.7% | +24.1% | +20.6% |
| 6M | +11.1% | -24.5% | +35.6% | +15.4% |
| YTD | +2.0% | -49.3% | +51.3% | +12.6% |
| 1Y | -2.2% | -58.7% | +56.5% | +11.3% |
| 3Y | +41.9% | -34.1% | +76.0% | +44.8% |
| All | +73.1% | -64.8% | +137.9% | +74.0% |
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