+15,808.0%
MA vs SM
-0.7%
+15,808.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -0.5% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | +11.0% | -17.3% | +28.4% | +13.4% |
| 3M | +17.9% | -3.6% | +21.5% | +17.6% |
| 6M | +33.2% | +2.9% | +30.3% | +30.7% |
| YTD | +16.5% | +70.2% | -53.7% | +5.8% |
| 1Y | +19.1% | +66.5% | -47.4% | +8.3% |
| 3Y | +70.6% | -8.2% | +78.8% | +63.7% |
| 5Y | +92.1% | -1.5% | +93.6% | +75.9% |
| 10Y | +569.6% | +11.9% | +557.7% | +335.2% |
| All | +15,808.0% | -0.7% | +15,808.7% | +6,614.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling