+568.4%
MA vs STLD
+804.7%
-236.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.5% |
| 7D | +1.8% | -4.7% | +6.5% | +2.9% |
| 30D | +11.8% | -0.9% | +12.8% | +11.9% |
| 3M | +17.2% | -11.9% | +29.0% | +20.4% |
| 6M | +33.4% | +0.9% | +32.5% | +31.3% |
| YTD | +16.1% | +40.4% | -24.3% | +3.5% |
| 1Y | +19.9% | +56.6% | -36.7% | +3.5% |
| 3Y | +70.1% | +125.5% | -55.4% | +28.0% |
| 5Y | +89.6% | +292.8% | -203.2% | +14.4% |
| 10Y | +568.4% | +787.1% | -218.6% | +187.5% |
| All | +568.4% | +804.7% | -236.3% | +187.5% |
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