+584.1%
MA vs SPGI
+329.2%
+254.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | -0.5% | -0.8% | +0.3% | 0.0% |
| 30D | +7.9% | +14.3% | -6.4% | -0.7% |
| 3M | +16.8% | +14.5% | +2.3% | +6.9% |
| 6M | +31.0% | +17.3% | +13.7% | +17.3% |
| YTD | +15.0% | -4.6% | +19.6% | +15.7% |
| 1Y | +17.0% | +0.8% | +16.3% | +13.4% |
| 3Y | +68.5% | +28.8% | +39.7% | +35.7% |
| 5Y | +85.0% | +14.0% | +71.0% | +58.9% |
| All | +584.1% | +329.2% | +254.9% | +145.1% |
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