+617.1%
MA vs Z
+6.9%
+610.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | 0.0% |
| 7D | +2.3% | -4.6% | +6.9% | +3.1% |
| 30D | +14.7% | +8.3% | +6.3% | +12.6% |
| 3M | +13.5% | -11.6% | +25.1% | +15.3% |
| 6M | +33.1% | -33.6% | +66.8% | +42.0% |
| YTD | +15.1% | -56.7% | +71.8% | +31.6% |
| 1Y | +18.7% | -59.1% | +77.9% | +37.1% |
| 3Y | +72.1% | -20.4% | +92.4% | +67.9% |
| 5Y | +92.8% | -55.3% | +148.1% | +101.0% |
| 10Y | +571.6% | -14.2% | +585.9% | +429.3% |
| All | +617.1% | +6.9% | +610.3% | +422.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling