+72.1%
MA vs STLD
+105.6%
-33.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | +2.3% | -11.1% | +13.4% | +3.7% |
| 30D | +14.7% | -4.8% | +19.5% | +15.3% |
| 3M | +13.5% | -14.6% | +28.0% | +15.5% |
| 6M | +33.1% | -7.4% | +40.5% | +33.4% |
| YTD | +15.1% | +32.6% | -17.5% | +7.8% |
| 1Y | +18.7% | +47.3% | -28.6% | +9.1% |
| 3Y | +72.1% | +107.5% | -35.5% | +49.5% |
| All | +72.1% | +105.6% | -33.6% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling