+554.8%
MA vs SFM
+146.8%
+408.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -0.3% | -10.2% | +9.9% | +0.4% |
| 30D | +11.3% | -23.9% | +35.2% | +13.1% |
| 3M | +16.7% | -42.3% | +58.9% | +21.0% |
| 6M | +32.8% | -40.1% | +72.9% | +37.1% |
| YTD | +15.6% | -37.8% | +53.4% | +18.7% |
| 1Y | +19.6% | -37.1% | +56.7% | +22.6% |
| 3Y | +72.1% | +21.5% | +50.5% | +66.3% |
| 5Y | +96.0% | +103.8% | -7.7% | +80.2% |
| 10Y | +554.8% | +142.0% | +412.8% | +475.7% |
| All | +554.8% | +146.8% | +408.0% | +475.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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