+62.5%
T vs MA
+567.5%
-505.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +2.5% | +1.3% | +1.2% | +2.1% |
| 30D | -3.8% | +9.6% | -13.4% | -6.5% |
| 3M | -8.7% | +16.8% | -25.5% | -13.1% |
| 6M | -8.1% | +35.2% | -43.3% | -16.6% |
| YTD | -6.4% | +16.6% | -23.0% | -11.4% |
| 1Y | -9.8% | +19.8% | -29.5% | -15.4% |
| 3Y | +65.5% | +70.7% | -5.2% | +37.1% |
| 5Y | +57.0% | +87.4% | -30.4% | +23.6% |
| All | +62.5% | +567.5% | -505.0% | -5.0% |
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