+505.6%
MA vs SFM
+293.3%
+212.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.9% |
| 7D | -1.8% | -5.8% | +4.1% | -1.3% |
| 30D | +1.4% | -11.4% | +12.8% | +2.3% |
| 3M | +17.7% | -12.2% | +29.9% | +18.7% |
| 6M | +9.7% | -5.2% | +14.8% | +9.7% |
| YTD | +0.5% | -4.5% | +5.0% | +0.4% |
| 1Y | -2.1% | -45.4% | +43.3% | +2.2% |
| 3Y | +40.1% | +91.1% | -51.0% | +31.5% |
| 5Y | +67.5% | +226.8% | -159.3% | +49.4% |
| 10Y | +505.6% | +291.9% | +213.7% | +415.1% |
| All | +505.6% | +293.3% | +212.3% | +415.1% |
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