-16.0%
NOW vs MA
+72.5%
-88.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -4.6% |
| 7D | -6.7% | +3.2% | -9.8% | -8.3% |
| 30D | -25.8% | +15.9% | -41.8% | -32.8% |
| 3M | -12.7% | +15.2% | -27.8% | -20.9% |
| 6M | +11.2% | +32.4% | -21.1% | -8.1% |
| YTD | -33.2% | +15.6% | -48.8% | -40.1% |
| 1Y | -41.8% | +19.3% | -61.1% | -48.9% |
| All | -16.0% | +72.5% | -88.5% | -45.9% |
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