+13,824.2%
MA vs SPG
+576.2%
+13,247.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.7% | -2.4% | -0.3% | -1.8% |
| 30D | +1.5% | -6.8% | +8.4% | +4.3% |
| 3M | +20.4% | +2.7% | +17.8% | +19.1% |
| 6M | +11.1% | +5.5% | +5.7% | +8.4% |
| YTD | +2.0% | +15.7% | -13.7% | -4.1% |
| 1Y | -2.2% | +20.9% | -23.0% | -9.6% |
| 3Y | +41.9% | +112.4% | -70.5% | +3.7% |
| 5Y | +75.4% | +101.4% | -26.0% | +28.9% |
| 10Y | +527.5% | +60.6% | +466.9% | +341.0% |
| All | +13,824.2% | +576.2% | +13,247.9% | +4,693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling