+503.0%
MA vs SNY
+64.5%
+438.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.7% | -3.3% | +1.6% | -0.6% |
| 30D | +1.7% | -2.2% | +3.8% | +2.4% |
| 3M | +17.2% | -3.0% | +20.2% | +18.2% |
| 6M | +13.3% | +2.7% | +10.6% | +11.8% |
| YTD | +0.2% | -6.8% | +7.0% | +2.1% |
| 1Y | -2.7% | -5.3% | +2.5% | -1.7% |
| 3Y | +39.1% | -9.8% | +48.8% | +38.4% |
| 5Y | +68.8% | +9.7% | +59.1% | +48.0% |
| All | +503.0% | +64.5% | +438.5% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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