+554.8%
MA vs SPGI
+335.6%
+219.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -0.3% | -0.9% | +0.5% | +0.2% |
| 30D | +11.3% | +15.5% | -4.2% | +1.7% |
| 3M | +16.7% | +15.7% | +1.0% | +6.1% |
| 6M | +32.8% | +19.1% | +13.7% | +17.7% |
| YTD | +15.6% | -4.1% | +19.7% | +15.9% |
| 1Y | +19.6% | +1.2% | +18.4% | +15.6% |
| 3Y | +72.1% | +31.6% | +40.5% | +36.6% |
| 5Y | +96.0% | +12.4% | +83.6% | +70.0% |
| 10Y | +554.8% | +334.3% | +220.5% | +137.6% |
| All | +554.8% | +335.6% | +219.2% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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