+65.3%
T vs MA
+508.8%
-443.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.5% | -1.8% | +0.2% | -1.0% |
| 30D | +7.6% | +1.4% | +6.2% | +7.1% |
| 3M | +15.3% | +17.7% | -2.4% | +9.4% |
| 6M | -8.5% | +9.7% | -18.1% | -11.5% |
| YTD | +6.8% | +0.5% | +6.3% | +6.0% |
| 1Y | -7.2% | -2.1% | -5.2% | -7.3% |
| 3Y | +108.2% | +40.1% | +68.2% | +83.4% |
| 5Y | +66.1% | +67.5% | -1.5% | +34.9% |
| 10Y | +65.3% | +505.6% | -440.3% | -9.9% |
| All | +65.3% | +508.8% | -443.5% | -9.9% |
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