+18.3%
NOW vs MA
+42.6%
-24.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.3% |
| 7D | -2.4% | -2.7% | +0.3% | -0.7% |
| 30D | +20.5% | +1.5% | +19.0% | +18.9% |
| 3M | +18.3% | +20.4% | -2.1% | +4.4% |
| 6M | +24.1% | +11.1% | +12.9% | +15.3% |
| YTD | -7.8% | +2.0% | -9.7% | -9.9% |
| 1Y | -21.4% | -2.2% | -19.2% | -21.3% |
| All | +18.3% | +42.6% | -24.4% | -1.2% |
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