-25.1%
NOW vs MA
+86.6%
-111.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.6% |
| 7D | +0.3% | +1.3% | -1.0% | -0.7% |
| 30D | -27.0% | +9.6% | -36.6% | -32.9% |
| 3M | -19.6% | +16.8% | -36.4% | -30.1% |
| 6M | +17.5% | +35.2% | -17.7% | -9.5% |
| YTD | -33.3% | +16.6% | -49.8% | -42.3% |
| 1Y | -39.8% | +19.8% | -59.6% | -49.2% |
| 3Y | -19.9% | +70.7% | -90.6% | -52.1% |
| All | -25.1% | +86.6% | -111.7% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling