+554.8%
MA vs SPG
+117.3%
+437.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | -0.3% | +5.1% | -5.4% | -1.9% |
| 30D | +11.3% | +16.8% | -5.5% | +5.8% |
| 3M | +16.7% | +5.7% | +11.0% | +14.6% |
| 6M | +32.8% | +17.8% | +15.0% | +25.7% |
| YTD | +15.6% | +30.1% | -14.5% | +5.7% |
| 1Y | +19.6% | +32.8% | -13.2% | +8.6% |
| 3Y | +72.1% | +137.2% | -65.1% | +28.0% |
| 5Y | +96.0% | +81.5% | +14.6% | +56.1% |
| 10Y | +554.8% | +116.5% | +438.2% | +349.5% |
| All | +554.8% | +117.3% | +437.5% | +349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling