+554.8%
MA vs STM
+433.9%
+120.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -1.2% |
| 7D | -0.3% | -5.6% | +5.2% | +0.6% |
| 30D | +11.3% | -14.4% | +25.8% | +14.8% |
| 3M | +16.7% | -20.5% | +37.1% | +21.7% |
| 6M | +32.8% | -24.5% | +57.3% | +34.7% |
| YTD | +15.6% | +72.7% | -57.1% | -10.5% |
| 1Y | +19.6% | +91.0% | -71.4% | -10.5% |
| 3Y | +72.1% | +13.5% | +58.6% | +41.6% |
| 5Y | +96.0% | -9.2% | +105.2% | +67.3% |
| 10Y | +554.8% | +422.5% | +132.2% | +214.9% |
| All | +554.8% | +433.9% | +120.9% | +214.9% |
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