+15,808.0%
MA vs SRE
+583.9%
+15,224.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.8% | -5.6% | +3.9% | +1.1% |
| 30D | +11.0% | -4.5% | +15.5% | +13.5% |
| 3M | +17.9% | -7.7% | +25.6% | +22.1% |
| 6M | +33.2% | -14.4% | +47.6% | +42.8% |
| YTD | +16.5% | -9.4% | +25.9% | +20.3% |
| 1Y | +19.1% | -13.8% | +32.9% | +26.2% |
| 3Y | +70.6% | +22.2% | +48.4% | +44.5% |
| 5Y | +92.1% | +50.5% | +41.7% | +42.2% |
| 10Y | +569.6% | +124.1% | +445.5% | +276.9% |
| All | +15,808.0% | +583.9% | +15,224.1% | +4,576.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling