+15,808.0%
MA vs SO
+625.1%
+15,182.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.8% | +0.8% | -2.5% | -2.2% |
| 30D | +11.0% | +7.8% | +3.2% | +7.0% |
| 3M | +17.9% | +2.9% | +14.9% | +16.0% |
| 6M | +33.2% | +2.5% | +30.7% | +31.2% |
| YTD | +16.5% | +10.3% | +6.2% | +9.8% |
| 1Y | +19.1% | +6.4% | +12.7% | +14.3% |
| 3Y | +70.6% | +52.8% | +17.8% | +33.5% |
| 5Y | +92.1% | +78.7% | +13.4% | +35.7% |
| 10Y | +569.6% | +196.3% | +373.3% | +249.5% |
| All | +15,808.0% | +625.1% | +15,182.9% | +4,624.1% |
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