+554.8%
MA vs SM
+4.9%
+549.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.7% |
| 7D | -0.3% | -22.3% | +21.9% | +1.9% |
| 30D | +11.3% | -21.4% | +32.7% | +13.6% |
| 3M | +16.7% | +1.4% | +15.3% | +15.8% |
| 6M | +32.8% | +0.1% | +32.7% | +31.3% |
| YTD | +15.6% | +59.0% | -43.3% | +8.4% |
| 1Y | +19.6% | +64.3% | -44.8% | +11.6% |
| 3Y | +72.1% | -13.1% | +85.2% | +68.0% |
| 5Y | +96.0% | -13.9% | +109.9% | +86.6% |
| 10Y | +554.8% | +1.7% | +553.1% | +353.1% |
| All | +554.8% | +4.9% | +549.8% | +353.1% |
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