+18.7%
MA vs SPGI
+0.8%
+17.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +14.7% | +18.4% | -3.7% | +8.8% |
| 3M | +13.5% | +15.7% | -2.2% | +8.2% |
| 6M | +33.1% | +17.3% | +15.8% | +26.2% |
| YTD | +15.1% | -4.7% | +19.8% | +13.6% |
| 1Y | +18.7% | +1.8% | +16.9% | +11.1% |
| All | +18.7% | +0.8% | +17.9% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling