+88.7%
U vs M
+19.3%
+69.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.6% | +10.1% | +6.0% |
| 7D | +36.6% | -4.3% | +40.9% | +36.0% |
| 30D | +13.3% | +1.3% | +12.0% | +11.5% |
| 3M | +26.2% | -7.4% | +33.5% | +25.9% |
| 6M | +88.7% | +18.3% | +70.4% | +70.1% |
| All | +88.7% | +19.3% | +69.4% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 6mo: compounded portfolio wealth divided by compounded M 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…
6mo analysis · Full analysis span regression · 6 months rolling