-9.8%
T vs MA
-1.9%
-7.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -3.1% | -3.5% | +0.4% | -2.8% |
| 30D | +4.6% | +0.8% | +3.8% | +4.6% |
| 3M | +12.2% | +14.8% | -2.6% | +11.3% |
| 6M | -6.5% | +10.0% | -16.4% | -6.9% |
| YTD | +4.9% | -0.1% | +5.0% | +5.9% |
| All | -9.8% | -1.9% | -7.9% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling