+18.7%
MA vs SM
+72.1%
-53.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.4% |
| 7D | +2.3% | -25.9% | +28.2% | +0.8% |
| 30D | +14.7% | -15.1% | +29.8% | +13.6% |
| 3M | +13.5% | +4.9% | +8.6% | +13.3% |
| 6M | +33.1% | +6.1% | +27.0% | +32.3% |
| YTD | +15.1% | +63.4% | -48.4% | +17.9% |
| 1Y | +18.7% | +72.5% | -53.7% | +21.0% |
| All | +18.7% | +72.1% | -53.4% | +21.0% |
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