+2,926.4%
V vs MA
+2,853.8%
+72.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.1% |
| 7D | -1.7% | -2.7% | +1.0% | +0.4% |
| 30D | +2.0% | +1.5% | +0.4% | +0.8% |
| 3M | +17.4% | +20.4% | -3.1% | +1.7% |
| 6M | +17.5% | +11.1% | +6.4% | +8.2% |
| YTD | +7.6% | +2.0% | +5.6% | +5.8% |
| 1Y | +7.7% | -2.2% | +9.9% | +9.3% |
| 3Y | +54.7% | +41.9% | +12.8% | +18.0% |
| 5Y | +73.0% | +75.4% | -2.3% | +11.8% |
| 10Y | +390.9% | +527.5% | -136.7% | +20.4% |
| All | +2,926.4% | +2,853.8% | +72.6% | +85.4% |
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