-40.6%
NOW vs MA
+19.4%
-60.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.0% | +2.3% | -5.3% | -3.8% |
| 30D | -26.0% | +14.7% | -40.7% | -31.3% |
| 3M | -13.1% | +13.5% | -26.6% | -19.1% |
| 6M | +14.5% | +33.1% | -18.6% | -3.9% |
| YTD | -33.4% | +15.1% | -48.5% | -40.3% |
| 1Y | -40.6% | +18.7% | -59.4% | -47.4% |
| All | -40.6% | +19.4% | -60.0% | -47.4% |
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