+869.6%
MA vs SFM
+132.6%
+737.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.4% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +1.5% | -4.4% | +5.9% | +1.9% |
| 3M | +20.4% | +1.5% | +18.9% | +20.1% |
| 6M | +11.1% | +6.5% | +4.7% | +10.1% |
| YTD | +2.0% | +2.2% | -0.2% | +1.2% |
| 1Y | -2.2% | -41.9% | +39.7% | +1.9% |
| 3Y | +41.9% | +106.8% | -64.9% | +30.8% |
| 5Y | +75.4% | +231.6% | -156.2% | +53.0% |
| 10Y | +527.5% | +258.4% | +269.1% | +423.0% |
| All | +869.6% | +132.6% | +737.0% | +759.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling