-7.4%
T vs MA
+20.1%
-27.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | +2.6% | +1.8% | +0.8% | +2.3% |
| 30D | -1.1% | +11.8% | -12.9% | -2.0% |
| 3M | -7.7% | +17.2% | -24.9% | -8.9% |
| 6M | -10.6% | +33.4% | -44.0% | -12.2% |
| YTD | -7.5% | +16.1% | -23.6% | -7.5% |
| 1Y | -7.4% | +19.9% | -27.3% | -7.6% |
| All | -7.4% | +20.1% | -27.5% | -7.6% |
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 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