+71.0%
MA vs SN
+671.3%
-600.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.0% |
| 7D | +1.3% | +1.5% | -0.2% | +1.1% |
| 30D | +9.6% | +21.5% | -11.9% | +7.1% |
| 3M | +16.8% | +20.0% | -3.3% | +14.2% |
| 6M | +35.2% | +119.9% | -84.7% | +23.3% |
| YTD | +16.6% | +102.3% | -85.8% | +6.8% |
| 1Y | +19.8% | +148.0% | -128.2% | +7.2% |
| 3Y | +70.7% | +450.0% | -379.3% | +45.2% |
| All | +71.0% | +671.3% | -600.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling