-2.2%
MA vs SM
+36.8%
-38.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +1.5% | +25.6% | -24.0% | +1.9% |
| 3M | +20.4% | +8.0% | +12.4% | +20.7% |
| 6M | +11.1% | +50.8% | -39.6% | +11.1% |
| YTD | +2.0% | +97.9% | -95.9% | +2.5% |
| 1Y | -2.2% | +33.8% | -36.0% | -0.5% |
| All | -2.2% | +36.8% | -38.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling