+13,824.2%
MA vs SM
+16.1%
+13,808.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +1.5% | +26.3% | -24.8% | -1.8% |
| 3M | +20.4% | +8.7% | +11.8% | +18.3% |
| 6M | +11.1% | +51.7% | -40.5% | +3.6% |
| YTD | +2.0% | +99.0% | -97.1% | -8.7% |
| 1Y | -2.2% | +34.6% | -36.7% | -8.0% |
| 3Y | +41.9% | -7.8% | +49.6% | +36.8% |
| 5Y | +75.4% | +104.8% | -29.4% | +45.2% |
| 10Y | +527.5% | +7.2% | +520.3% | +315.1% |
| All | +13,824.2% | +16.1% | +13,808.0% | +5,691.1% |
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 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