+569.6%
MA vs STM
+468.1%
+101.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.6% |
| 7D | -1.8% | +1.4% | -3.2% | -2.4% |
| 30D | +11.0% | -8.4% | +19.4% | +12.6% |
| 3M | +17.9% | -15.8% | +33.7% | +21.3% |
| 6M | +33.2% | -22.8% | +56.0% | +34.4% |
| YTD | +16.5% | +79.4% | -62.9% | -10.7% |
| 1Y | +19.1% | +97.0% | -77.9% | -11.5% |
| 3Y | +70.6% | +14.2% | +56.4% | +40.8% |
| 5Y | +92.1% | -4.5% | +96.6% | +61.8% |
| 10Y | +569.6% | +463.1% | +106.5% | +221.7% |
| All | +569.6% | +468.1% | +101.5% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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