+499.2%
NOW vs MA
+561.7%
-62.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -3.0% | +2.3% | -5.3% | -4.7% |
| 30D | -26.0% | +14.7% | -40.7% | -34.2% |
| 3M | -13.1% | +13.5% | -26.6% | -22.3% |
| 6M | +14.5% | +33.1% | -18.6% | -9.1% |
| YTD | -33.4% | +15.1% | -48.5% | -41.4% |
| 1Y | -40.6% | +18.7% | -59.4% | -49.1% |
| 3Y | -16.3% | +72.1% | -88.4% | -46.8% |
| 5Y | -26.3% | +92.8% | -119.1% | -57.0% |
| All | +499.2% | +561.7% | -62.5% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling