+513.2%
MA vs SRE
+118.9%
+394.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.5% | +1.5% | -5.0% | -4.1% |
| 30D | +0.8% | +0.8% | -0.1% | +0.2% |
| 3M | +14.8% | -5.8% | +20.6% | +17.3% |
| 6M | +10.0% | -7.8% | +17.8% | +12.9% |
| YTD | -0.1% | -2.4% | +2.2% | -0.4% |
| 1Y | -2.2% | +8.9% | -11.1% | -7.4% |
| 3Y | +39.3% | +31.1% | +8.2% | +16.4% |
| 5Y | +66.3% | +48.6% | +17.7% | +28.3% |
| 10Y | +513.2% | +126.1% | +387.1% | +313.2% |
| All | +513.2% | +118.9% | +394.3% | +313.2% |
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