+938.2%
MU vs MA
+86.6%
+851.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.1% |
| 7D | +12.8% | +1.3% | +11.5% | +12.1% |
| 30D | -14.9% | +9.6% | -24.5% | -18.8% |
| 3M | -18.0% | +16.8% | -34.8% | -24.8% |
| 6M | -3.1% | +35.2% | -38.3% | -19.7% |
| YTD | +172.9% | +16.6% | +156.3% | +147.6% |
| 1Y | +228.8% | +19.8% | +209.1% | +191.7% |
| 3Y | +950.8% | +70.7% | +880.1% | +593.3% |
| All | +938.2% | +86.6% | +851.7% | +515.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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