+569.6%
MA vs SM
+10.6%
+559.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -0.3% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | +11.0% | -17.3% | +28.4% | +12.7% |
| 3M | +17.9% | -3.6% | +21.5% | +17.6% |
| 6M | +33.2% | +2.9% | +30.3% | +31.3% |
| YTD | +16.5% | +70.2% | -53.7% | +8.5% |
| 1Y | +19.1% | +66.5% | -47.4% | +11.0% |
| 3Y | +70.6% | -8.2% | +78.8% | +65.6% |
| 5Y | +92.1% | -1.5% | +93.6% | +80.6% |
| 10Y | +569.6% | +11.9% | +557.7% | +361.1% |
| All | +569.6% | +10.6% | +559.0% | +361.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling