+96.0%
MA vs STLD
+269.6%
-173.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -0.3% | -9.7% | +9.3% | +1.4% |
| 30D | +11.3% | -4.5% | +15.9% | +12.1% |
| 3M | +16.7% | -13.1% | +29.8% | +19.3% |
| 6M | +32.8% | -2.8% | +35.5% | +32.1% |
| YTD | +15.6% | +35.3% | -19.7% | +6.6% |
| 1Y | +19.6% | +51.4% | -31.8% | +7.6% |
| 3Y | +72.1% | +117.9% | -45.8% | +39.2% |
| 5Y | +96.0% | +272.6% | -176.5% | +32.2% |
| All | +96.0% | +269.6% | -173.6% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling