+17.0%
MA vs SPGI
+0.4%
+16.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | +7.9% | +14.3% | -6.4% | +3.5% |
| 3M | +16.8% | +14.5% | +2.3% | +11.7% |
| 6M | +31.0% | +17.3% | +13.7% | +24.1% |
| YTD | +15.0% | -4.6% | +19.6% | +13.5% |
| 1Y | +17.0% | +0.8% | +16.3% | +9.9% |
| All | +17.0% | +0.4% | +16.7% | +9.9% |
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