+13,824.2%
MA vs STLD
+2,667.7%
+11,156.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -2.7% | +3.1% | -5.9% | -3.6% |
| 30D | +1.5% | -9.0% | +10.5% | +4.0% |
| 3M | +20.4% | -12.4% | +32.8% | +24.0% |
| 6M | +11.1% | +25.5% | -14.4% | +2.5% |
| YTD | +2.0% | +43.6% | -41.7% | -10.0% |
| 1Y | -2.2% | +87.2% | -89.3% | -20.4% |
| 3Y | +41.9% | +135.2% | -93.3% | +4.5% |
| 5Y | +75.4% | +290.9% | -215.5% | +6.0% |
| 10Y | +527.5% | +1,113.5% | -585.9% | +145.9% |
| All | +13,824.2% | +2,667.7% | +11,156.4% | +3,149.8% |
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