+13,542.6%
MA vs SNY
+107.0%
+13,435.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -3.5% | -3.6% | +0.1% | -1.9% |
| 30D | +0.8% | -1.4% | +2.2% | +1.4% |
| 3M | +14.8% | -4.2% | +19.0% | +16.7% |
| 6M | +10.0% | +2.0% | +8.0% | +8.4% |
| YTD | -0.1% | -6.7% | +6.6% | +2.2% |
| 1Y | -2.2% | -4.7% | +2.5% | -1.3% |
| 3Y | +39.3% | -8.1% | +47.4% | +36.5% |
| 5Y | +66.3% | +8.2% | +58.1% | +45.6% |
| 10Y | +513.2% | +64.8% | +448.4% | +318.9% |
| All | +13,542.6% | +107.0% | +13,435.6% | +6,566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling