+1,980.5%
NOW vs MA
+1,569.6%
+410.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -4.0% |
| 7D | -6.7% | +3.2% | -9.8% | -9.0% |
| 30D | -25.8% | +15.9% | -41.8% | -34.7% |
| 3M | -12.7% | +15.2% | -27.8% | -23.1% |
| 6M | +11.2% | +32.4% | -21.1% | -11.8% |
| YTD | -33.2% | +15.6% | -48.8% | -41.6% |
| 1Y | -41.8% | +19.3% | -61.1% | -50.5% |
| 3Y | -15.7% | +73.0% | -88.6% | -47.1% |
| 5Y | -26.0% | +93.7% | -119.8% | -57.5% |
| 10Y | +515.1% | +575.0% | -59.9% | +14.3% |
| All | +1,980.5% | +1,569.6% | +410.9% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling