+521.8%
MA vs STM
+682.1%
-160.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | -2.7% | +5.8% | -8.5% | -4.1% |
| 30D | +1.5% | -1.0% | +2.5% | +1.4% |
| 3M | +20.4% | -33.3% | +53.7% | +30.2% |
| 6M | +11.1% | +57.4% | -46.2% | -8.6% |
| YTD | +2.0% | +102.2% | -100.2% | -23.2% |
| 1Y | -2.2% | +99.6% | -101.8% | -26.8% |
| 3Y | +41.9% | +14.5% | +27.4% | +19.8% |
| 5Y | +75.4% | +21.4% | +54.0% | +37.9% |
| All | +521.8% | +682.1% | -160.3% | +160.8% |
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