+92.3%
MA vs SPGI
+11.1%
+81.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +14.7% | +18.4% | -3.7% | +5.3% |
| 3M | +13.5% | +15.7% | -2.2% | +5.1% |
| 6M | +33.1% | +17.3% | +15.8% | +21.8% |
| YTD | +15.1% | -4.7% | +19.8% | +16.3% |
| 1Y | +18.7% | +1.8% | +16.9% | +15.4% |
| 3Y | +72.1% | +31.7% | +40.4% | +41.6% |
| All | +92.3% | +11.1% | +81.2% | +73.8% |
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