+54.1%
T vs MA
+562.8%
-508.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -1.7% | +11.3% | -13.0% | -4.9% |
| 3M | -7.3% | +16.7% | -24.0% | -11.7% |
| 6M | -11.2% | +32.8% | -44.0% | -19.0% |
| YTD | -8.1% | +15.6% | -23.7% | -12.7% |
| 1Y | -8.0% | +19.6% | -27.6% | -13.7% |
| 3Y | +62.1% | +72.1% | -10.0% | +33.8% |
| 5Y | +55.7% | +96.0% | -40.3% | +20.6% |
| 10Y | +54.1% | +554.8% | -500.6% | -11.0% |
| All | +54.1% | +562.8% | -508.6% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling