+92.3%
MA vs SM
-11.5%
+103.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +2.3% | -25.9% | +28.2% | +5.2% |
| 30D | +14.7% | -15.1% | +29.8% | +16.1% |
| 3M | +13.5% | +4.9% | +8.6% | +12.0% |
| 6M | +33.1% | +6.1% | +27.0% | +30.2% |
| YTD | +15.1% | +63.4% | -48.4% | +5.7% |
| 1Y | +18.7% | +72.5% | -53.7% | +8.0% |
| 3Y | +72.1% | -16.9% | +89.0% | +67.6% |
| All | +92.3% | -11.5% | +103.8% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling