+15,614.6%
MA vs SPGI
+1,237.8%
+14,376.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +13.5% | +15.7% | -2.2% | +4.6% |
| 6M | +33.1% | +17.3% | +15.8% | +21.2% |
| YTD | +15.1% | -4.7% | +19.8% | +15.7% |
| 1Y | +18.7% | +1.8% | +16.9% | +15.0% |
| 3Y | +72.1% | +31.7% | +40.4% | +43.2% |
| 5Y | +92.8% | +12.1% | +80.7% | +72.7% |
| 10Y | +571.6% | +341.9% | +229.7% | +192.0% |
| All | +15,614.6% | +1,237.8% | +14,376.9% | +3,375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling