+15,692.2%
MA vs SO
+621.2%
+15,071.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +15.9% | +9.2% | +6.7% | +11.0% |
| 3M | +15.2% | +1.1% | +14.1% | +14.4% |
| 6M | +32.4% | -1.1% | +33.4% | +32.6% |
| YTD | +15.6% | +9.7% | +6.0% | +9.3% |
| 1Y | +19.3% | +5.5% | +13.8% | +14.9% |
| 3Y | +73.0% | +47.0% | +25.9% | +38.1% |
| 5Y | +93.7% | +77.6% | +16.2% | +37.3% |
| 10Y | +575.0% | +181.0% | +394.0% | +262.9% |
| All | +15,692.2% | +621.2% | +15,071.0% | +4,602.2% |
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