+72.9%
MA vs SN
+384.9%
-312.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +3.2% | +3.8% | -0.6% | +2.7% |
| 30D | +15.9% | +17.5% | -1.6% | +13.4% |
| 3M | +15.2% | +19.2% | -4.1% | +12.2% |
| 6M | +32.4% | +84.9% | -52.6% | +21.3% |
| YTD | +15.6% | +94.0% | -78.4% | +4.8% |
| 1Y | +19.3% | +151.3% | -132.0% | +4.0% |
| All | +72.9% | +384.9% | -312.0% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling