+19.9%
MA vs SN
+140.3%
-120.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.8% | +7.6% | -5.8% | +0.7% |
| 30D | +11.8% | +22.4% | -10.6% | +8.7% |
| 3M | +17.2% | +21.7% | -4.5% | +13.9% |
| 6M | +33.4% | +102.8% | -69.4% | +21.6% |
| YTD | +16.1% | +102.4% | -86.3% | +5.1% |
| 1Y | +19.9% | +139.0% | -119.1% | +3.7% |
| All | +19.9% | +140.3% | -120.4% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling