+593.1%
MA vs STM
+470.7%
+122.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +1.3% | +12.0% | -10.7% | -1.5% |
| 30D | +9.6% | -0.4% | +10.0% | +8.9% |
| 3M | +16.8% | -13.2% | +30.0% | +19.2% |
| 6M | +35.2% | -26.1% | +61.3% | +38.6% |
| YTD | +16.6% | +81.2% | -64.6% | -10.8% |
| 1Y | +19.8% | +98.3% | -78.5% | -11.1% |
| 3Y | +70.7% | +16.7% | +54.0% | +39.9% |
| 5Y | +87.4% | -4.8% | +92.2% | +58.3% |
| All | +593.1% | +470.7% | +122.4% | +233.6% |
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