-12.5%
TLT vs MA
+562.8%
-575.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | +0.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +5.1% | +11.3% | -6.2% | +5.9% |
| 3M | -0.2% | +16.7% | -16.9% | +0.9% |
| 6M | -2.9% | +32.8% | -35.7% | -0.9% |
| YTD | -2.7% | +15.6% | -18.3% | -1.6% |
| 1Y | -4.6% | +19.6% | -24.2% | -3.3% |
| 3Y | +6.1% | +72.1% | -66.0% | +11.3% |
| 5Y | -35.1% | +96.0% | -131.2% | -30.5% |
| 10Y | -12.5% | +554.8% | -567.3% | +0.3% |
| All | -12.5% | +562.8% | -575.2% | +0.3% |
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