+569.6%
MA vs SFM
+140.8%
+428.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | 0.0% |
| 7D | -1.8% | -7.1% | +5.3% | -1.3% |
| 30D | +11.0% | -21.4% | +32.4% | +12.6% |
| 3M | +17.9% | -40.1% | +58.0% | +21.9% |
| 6M | +33.2% | -38.0% | +71.2% | +37.1% |
| YTD | +16.5% | -36.5% | +53.0% | +19.5% |
| 1Y | +19.1% | -35.2% | +54.3% | +21.9% |
| 3Y | +70.6% | +23.5% | +47.1% | +64.5% |
| 5Y | +92.1% | +109.7% | -17.6% | +76.0% |
| 10Y | +569.6% | +132.6% | +437.0% | +483.0% |
| All | +569.6% | +140.8% | +428.8% | +483.0% |
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