+19.8%
MA vs STM
+94.3%
-74.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.4% |
| 7D | +1.3% | +12.0% | -10.7% | +2.1% |
| 30D | +9.6% | -0.4% | +10.0% | +9.7% |
| 3M | +16.8% | -13.2% | +30.0% | +15.9% |
| 6M | +35.2% | -26.1% | +61.3% | +32.0% |
| YTD | +16.6% | +81.2% | -64.6% | +7.3% |
| 1Y | +19.8% | +98.3% | -78.5% | +7.4% |
| All | +19.8% | +94.3% | -74.5% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling