+65.5%
T vs MA
+68.5%
-3.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | +1.6% | -0.5% | +2.2% | +1.8% |
| 30D | -2.9% | +7.9% | -10.8% | -4.4% |
| 3M | -7.5% | +16.8% | -24.3% | -10.4% |
| 6M | -9.9% | +31.0% | -40.9% | -14.8% |
| YTD | -6.4% | +15.0% | -21.5% | -8.8% |
| 1Y | -9.4% | +17.0% | -26.4% | -12.1% |
| All | +65.5% | +68.5% | -3.0% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling