+13,824.2%
MA vs SO
+580.8%
+13,243.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +1.5% | -4.6% | +6.1% | +3.8% |
| 3M | +20.4% | -3.0% | +23.5% | +22.1% |
| 6M | +11.1% | -8.3% | +19.4% | +15.4% |
| YTD | +2.0% | +3.5% | -1.6% | -0.7% |
| 1Y | -2.2% | -0.9% | -1.2% | -2.8% |
| 3Y | +41.9% | +45.4% | -3.5% | +13.6% |
| 5Y | +75.4% | +59.6% | +15.7% | +31.3% |
| 10Y | +527.5% | +156.6% | +370.9% | +253.7% |
| All | +13,824.2% | +580.8% | +13,243.4% | +4,168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling