+92.3%
MA vs SFM
+105.4%
-13.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.4% | -0.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +14.7% | -24.8% | +39.4% | +16.4% |
| 3M | +13.5% | -43.7% | +57.2% | +17.6% |
| 6M | +33.1% | -37.3% | +70.4% | +36.7% |
| YTD | +15.1% | -38.4% | +53.4% | +18.2% |
| 1Y | +18.7% | -36.9% | +55.6% | +21.6% |
| 3Y | +72.1% | +20.7% | +51.4% | +67.1% |
| All | +92.3% | +105.4% | -13.0% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling