+521.8%
NOW vs MA
+574.5%
-52.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.0% |
| 7D | -5.6% | -1.8% | -3.8% | -4.2% |
| 30D | -26.8% | +11.0% | -37.8% | -33.2% |
| 3M | -19.4% | +17.9% | -37.3% | -29.9% |
| 6M | +12.3% | +33.2% | -20.8% | -10.9% |
| YTD | -32.9% | +16.5% | -49.4% | -41.5% |
| 1Y | -40.3% | +19.1% | -59.4% | -48.9% |
| 3Y | -19.1% | +70.6% | -89.6% | -48.1% |
| 5Y | -24.4% | +92.1% | -116.5% | -55.6% |
| 10Y | +521.8% | +569.6% | -47.8% | +12.7% |
| All | +521.8% | +574.5% | -52.7% | +12.7% |
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