+15,692.2%
MA vs STLD
+2,443.2%
+13,248.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.6% | +5.1% | -0.3% |
| 7D | +3.2% | -12.5% | +15.7% | +7.0% |
| 30D | +15.9% | -6.8% | +22.8% | +18.1% |
| 3M | +15.2% | -16.4% | +31.5% | +20.4% |
| 6M | +32.4% | -6.1% | +38.5% | +32.8% |
| YTD | +15.6% | +32.0% | -16.3% | +4.2% |
| 1Y | +19.3% | +45.5% | -26.2% | +4.4% |
| 3Y | +73.0% | +106.5% | -33.5% | +32.3% |
| 5Y | +93.7% | +267.2% | -173.4% | +19.1% |
| 10Y | +575.0% | +878.9% | -303.9% | +181.3% |
| All | +15,692.2% | +2,443.2% | +13,248.9% | +3,663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling