+504.6%
NOW vs MA
+562.8%
-58.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -3.1% | -0.3% | -2.7% | -2.9% |
| 30D | -27.0% | +11.3% | -38.4% | -33.6% |
| 3M | -17.7% | +16.7% | -34.4% | -27.9% |
| 6M | +12.7% | +32.8% | -20.1% | -10.4% |
| YTD | -32.9% | +15.6% | -48.5% | -41.2% |
| 1Y | -40.4% | +19.6% | -60.0% | -49.1% |
| 3Y | -17.1% | +72.1% | -89.2% | -47.3% |
| 5Y | -25.7% | +96.0% | -121.7% | -57.1% |
| 10Y | +504.6% | +554.8% | -50.2% | +9.7% |
| All | +504.6% | +562.8% | -58.1% | +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