+69.6%
MA vs SN
+681.9%
-612.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.1% |
| 7D | -0.3% | +7.6% | -8.0% | -1.2% |
| 30D | +11.3% | +24.1% | -12.8% | +8.5% |
| 3M | +16.7% | +23.7% | -7.0% | +13.7% |
| 6M | +32.8% | +105.5% | -72.7% | +21.9% |
| YTD | +15.6% | +105.1% | -89.5% | +5.8% |
| 1Y | +19.6% | +148.3% | -128.7% | +7.0% |
| 3Y | +72.1% | +438.7% | -366.6% | +46.3% |
| All | +69.6% | +681.9% | -612.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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