+70.1%
MA vs SPGI
+31.5%
+38.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +1.8% | +1.6% | +0.2% | +1.1% |
| 30D | +11.8% | +16.1% | -4.2% | +5.0% |
| 3M | +17.2% | +15.5% | +1.7% | +10.0% |
| 6M | +33.4% | +19.6% | +13.7% | +22.8% |
| YTD | +16.1% | -3.6% | +19.7% | +17.1% |
| 1Y | +19.9% | +2.2% | +17.7% | +17.0% |
| 3Y | +70.1% | +30.1% | +40.0% | +50.9% |
| All | +70.1% | +31.5% | +38.6% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling