+568.4%
MA vs STM
+431.2%
+137.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.8% | -7.9% | +9.7% | +3.5% |
| 30D | +11.8% | -14.1% | +26.0% | +15.2% |
| 3M | +17.2% | -17.6% | +34.8% | +21.2% |
| 6M | +33.4% | -24.2% | +57.6% | +35.2% |
| YTD | +16.1% | +73.3% | -57.2% | -10.2% |
| 1Y | +19.9% | +90.1% | -70.2% | -10.1% |
| 3Y | +70.1% | +10.3% | +59.7% | +41.6% |
| 5Y | +89.6% | -5.7% | +95.4% | +59.8% |
| 10Y | +568.4% | +444.1% | +124.3% | +225.0% |
| All | +568.4% | +431.2% | +137.2% | +225.0% |
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