-16.3%
NOW vs MA
+71.7%
-88.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -3.0% | +2.3% | -5.3% | -4.3% |
| 30D | -26.0% | +14.7% | -40.7% | -32.6% |
| 3M | -13.1% | +13.5% | -26.6% | -20.5% |
| 6M | +14.5% | +33.1% | -18.6% | -5.8% |
| YTD | -33.4% | +15.1% | -48.5% | -40.1% |
| 1Y | -40.6% | +18.7% | -59.4% | -47.8% |
| 3Y | -16.3% | +72.1% | -88.4% | -46.0% |
| All | -16.3% | +71.7% | -88.0% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling