+15,692.2%
MA vs SPGI
+1,251.0%
+14,441.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.4% |
| 7D | +3.2% | +2.6% | +0.6% | +1.8% |
| 30D | +15.9% | +19.3% | -3.3% | +5.5% |
| 3M | +15.2% | +15.5% | -0.3% | +6.3% |
| 6M | +32.4% | +18.3% | +14.0% | +19.9% |
| YTD | +15.6% | -3.8% | +19.4% | +15.6% |
| 1Y | +19.3% | +1.3% | +18.0% | +15.9% |
| 3Y | +73.0% | +33.6% | +39.4% | +42.8% |
| 5Y | +93.7% | +13.2% | +80.6% | +72.7% |
| 10Y | +575.0% | +346.3% | +228.7% | +191.9% |
| All | +15,692.2% | +1,251.0% | +14,441.2% | +3,373.7% |
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