+87.0%
MA vs S
-51.7%
+138.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.3% | +2.0% | -0.7% | +1.0% |
| 30D | +9.6% | -2.7% | +12.3% | +9.6% |
| 3M | +16.8% | -6.9% | +23.7% | +16.9% |
| 6M | +35.2% | +38.1% | -2.9% | +28.6% |
| YTD | +16.6% | +48.0% | -31.4% | +9.4% |
| 1Y | +19.8% | +34.5% | -14.7% | +13.4% |
| 3Y | +70.7% | +38.3% | +32.4% | +56.2% |
| 5Y | +87.4% | -70.9% | +158.3% | +85.5% |
| All | +87.0% | -51.7% | +138.8% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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