+57.8%
T vs MA
+86.6%
-28.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +2.5% | +1.3% | +1.2% | +2.2% |
| 30D | -3.8% | +9.6% | -13.4% | -6.1% |
| 3M | -8.7% | +16.8% | -25.5% | -12.4% |
| 6M | -8.1% | +35.2% | -43.3% | -15.3% |
| YTD | -6.4% | +16.6% | -23.0% | -10.4% |
| 1Y | -9.8% | +19.8% | -29.5% | -14.3% |
| 3Y | +65.5% | +70.7% | -5.2% | +40.4% |
| All | +57.8% | +86.6% | -28.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling