+62.5%
T vs MA
+558.8%
-496.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | 0.0% |
| 7D | +1.6% | -0.5% | +2.2% | +1.8% |
| 30D | -2.9% | +7.9% | -10.8% | -5.2% |
| 3M | -7.5% | +16.8% | -24.3% | -11.9% |
| 6M | -9.9% | +31.0% | -40.9% | -17.4% |
| YTD | -6.4% | +15.0% | -21.5% | -11.0% |
| 1Y | -9.4% | +17.0% | -26.4% | -14.4% |
| 3Y | +64.9% | +68.5% | -3.6% | +37.1% |
| 5Y | +57.0% | +85.0% | -28.0% | +24.1% |
| All | +62.5% | +558.8% | -496.3% | -4.6% |
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