+19.9%
MA vs SRE
-14.1%
+34.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +1.8% | -8.2% | +10.0% | +1.6% |
| 30D | +11.8% | -3.6% | +15.5% | +11.8% |
| 3M | +17.2% | -6.3% | +23.4% | +17.0% |
| 6M | +33.4% | -13.0% | +46.4% | +32.6% |
| YTD | +16.1% | -9.2% | +25.4% | +14.5% |
| 1Y | +19.9% | -13.1% | +33.0% | +19.8% |
| All | +19.9% | -14.1% | +34.0% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling