+3,309.9%
V vs MA
+3,250.1%
+59.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.3% |
| 7D | +2.9% | +3.2% | -0.2% | +0.5% |
| 30D | +14.0% | +15.9% | -1.9% | +1.8% |
| 3M | +14.9% | +15.2% | -0.3% | +3.1% |
| 6M | +31.7% | +32.4% | -0.6% | +6.1% |
| YTD | +21.2% | +15.6% | +5.6% | +8.2% |
| 1Y | +25.3% | +19.3% | +6.0% | +9.2% |
| 3Y | +77.5% | +73.0% | +4.5% | +16.5% |
| 5Y | +102.6% | +93.7% | +8.8% | +21.2% |
| 10Y | +464.3% | +575.0% | -110.6% | +30.8% |
| All | +3,309.9% | +3,250.1% | +59.8% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling