+569.6%
MA vs SO
+195.2%
+374.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.8% | +0.8% | -2.5% | -2.1% |
| 30D | +11.0% | +7.8% | +3.2% | +7.4% |
| 3M | +17.9% | +2.9% | +14.9% | +16.3% |
| 6M | +33.2% | +2.5% | +30.7% | +31.4% |
| YTD | +16.5% | +10.3% | +6.2% | +10.5% |
| 1Y | +19.1% | +6.4% | +12.7% | +14.8% |
| 3Y | +70.6% | +52.8% | +17.8% | +36.4% |
| 5Y | +92.1% | +78.7% | +13.4% | +39.5% |
| 10Y | +569.6% | +196.3% | +373.3% | +329.3% |
| All | +569.6% | +195.2% | +374.3% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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