+553.1%
MA vs STLD
+868.9%
-315.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | +2.3% | -11.1% | +13.4% | +5.3% |
| 30D | +14.7% | -4.8% | +19.5% | +15.9% |
| 3M | +13.5% | -14.6% | +28.0% | +17.5% |
| 6M | +33.1% | -7.4% | +40.5% | +34.0% |
| YTD | +15.1% | +32.6% | -17.5% | +4.1% |
| 1Y | +18.7% | +47.3% | -28.6% | +4.3% |
| 3Y | +72.1% | +107.5% | -35.5% | +32.8% |
| 5Y | +92.8% | +268.8% | -176.0% | +18.8% |
| All | +553.1% | +868.9% | -315.8% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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