+92.1%
MA vs SPGI
+14.7%
+77.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -1.8% | -1.4% | -0.4% | -1.1% |
| 30D | +11.0% | +15.3% | -4.2% | +3.3% |
| 3M | +17.9% | +16.5% | +1.4% | +8.7% |
| 6M | +33.2% | +19.8% | +13.3% | +20.4% |
| YTD | +16.5% | -3.2% | +19.7% | +16.8% |
| 1Y | +19.1% | +1.8% | +17.3% | +15.9% |
| 3Y | +70.6% | +30.6% | +40.0% | +41.1% |
| 5Y | +92.1% | +16.0% | +76.1% | +69.2% |
| All | +92.1% | +14.7% | +77.4% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling