+13,824.1%
MA vs SRE
+628.6%
+13,195.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +1.5% | -0.7% | +2.3% | +1.7% |
| 3M | +20.4% | -6.3% | +26.7% | +23.9% |
| 6M | +11.1% | -10.7% | +21.8% | +16.5% |
| YTD | +2.0% | -3.5% | +5.4% | +2.3% |
| 1Y | -2.2% | +5.3% | -7.5% | -6.5% |
| 3Y | +41.9% | +31.8% | +10.1% | +15.6% |
| 5Y | +75.4% | +47.4% | +28.0% | +31.8% |
| 10Y | +527.5% | +120.6% | +407.0% | +257.8% |
| All | +13,824.1% | +628.6% | +13,195.5% | +3,875.1% |
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