-40.3%
NOW vs MA
+20.2%
-60.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -5.6% | -1.8% | -3.8% | -4.9% |
| 30D | -26.8% | +11.0% | -37.8% | -30.4% |
| 3M | -19.4% | +17.9% | -37.3% | -26.5% |
| 6M | +12.3% | +33.2% | -20.8% | -5.7% |
| YTD | -32.9% | +16.5% | -49.4% | -40.1% |
| 1Y | -40.3% | +19.1% | -59.4% | -47.1% |
| All | -40.3% | +20.2% | -60.6% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling