+593.1%
MA vs SRE
+127.7%
+465.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +1.3% | +1.8% | -0.5% | +0.6% |
| 30D | +9.6% | -3.0% | +12.6% | +10.9% |
| 3M | +16.8% | -7.3% | +24.0% | +20.1% |
| 6M | +35.2% | -11.9% | +47.1% | +41.7% |
| YTD | +16.6% | -7.9% | +24.4% | +19.0% |
| 1Y | +19.8% | -11.1% | +30.9% | +24.2% |
| 3Y | +70.7% | +24.8% | +45.9% | +45.3% |
| 5Y | +87.4% | +52.4% | +35.0% | +41.3% |
| All | +593.1% | +127.7% | +465.4% | +377.9% |
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