+19.4%
MA vs SO
+6.0%
+13.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.3% |
| 30D | +11.3% | +8.6% | +2.7% | +11.3% |
| 3M | +16.7% | +1.8% | +14.9% | +16.4% |
| 6M | +32.8% | +3.6% | +29.2% | +33.4% |
| YTD | +15.6% | +9.9% | +5.7% | +16.0% |
| All | +19.4% | +6.0% | +13.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling