-4.6%
TLT vs MA
+19.5%
-24.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +5.1% | +11.3% | -6.2% | +4.7% |
| 3M | -0.2% | +16.7% | -16.9% | -0.7% |
| 6M | -2.9% | +32.8% | -35.7% | -3.7% |
| YTD | -2.7% | +15.6% | -18.3% | -3.2% |
| All | -4.6% | +19.5% | -24.1% | -5.2% |
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 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