+92.3%
MA vs SO
+75.0%
+17.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +2.3% | -1.5% | +3.8% | +2.7% |
| 30D | +14.7% | +8.1% | +6.6% | +12.2% |
| 3M | +13.5% | +0.2% | +13.3% | +13.4% |
| 6M | +33.1% | +0.4% | +32.7% | +32.8% |
| YTD | +15.1% | +8.5% | +6.6% | +11.6% |
| 1Y | +18.7% | +4.9% | +13.8% | +16.4% |
| 3Y | +72.1% | +47.9% | +24.2% | +48.2% |
| All | +92.3% | +75.0% | +17.3% | +51.7% |
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 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