+568.4%
MA vs SRE
+117.6%
+450.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.8% | -8.2% | +10.0% | +5.4% |
| 30D | +11.8% | -3.6% | +15.5% | +13.5% |
| 3M | +17.2% | -6.3% | +23.4% | +19.9% |
| 6M | +33.4% | -13.0% | +46.4% | +40.6% |
| YTD | +16.1% | -9.2% | +25.4% | +19.3% |
| 1Y | +19.9% | -13.1% | +33.0% | +25.5% |
| 3Y | +70.1% | +22.4% | +47.7% | +46.0% |
| 5Y | +89.6% | +47.1% | +42.5% | +45.3% |
| 10Y | +568.4% | +121.0% | +447.5% | +357.4% |
| All | +568.4% | +117.6% | +450.8% | +357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling