+91.6%
MA vs SO
+76.7%
+14.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +11.8% | +8.7% | +3.2% | +9.3% |
| 3M | +17.2% | +3.4% | +13.8% | +16.0% |
| 6M | +33.4% | +3.7% | +29.7% | +31.9% |
| YTD | +16.1% | +10.0% | +6.1% | +12.2% |
| 1Y | +19.9% | +6.6% | +13.3% | +17.0% |
| 3Y | +70.1% | +52.5% | +17.6% | +45.0% |
| All | +91.6% | +76.7% | +14.9% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling