+88.5%
MA vs SFM
+116.0%
-27.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +1.3% | +6.0% | -4.7% | +0.9% |
| 30D | +9.6% | -19.5% | +29.1% | +10.8% |
| 3M | +16.8% | -37.0% | +53.8% | +20.1% |
| 6M | +35.2% | -41.0% | +76.2% | +39.5% |
| YTD | +16.6% | -34.6% | +51.2% | +19.3% |
| 1Y | +19.8% | -36.3% | +56.0% | +22.8% |
| 3Y | +70.7% | +24.5% | +46.2% | +65.2% |
| All | +88.5% | +116.0% | -27.5% | +97.3% |
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