+72.9%
MA vs STM
+0.3%
+72.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.4% | +9.9% | -2.1% |
| 7D | +3.2% | -20.1% | +23.3% | +3.8% |
| 30D | +15.9% | -32.0% | +47.9% | +17.3% |
| 3M | +15.2% | -24.2% | +39.3% | +15.9% |
| 6M | +32.4% | -29.9% | +62.3% | +31.5% |
| YTD | +15.6% | +54.9% | -39.3% | +5.0% |
| 1Y | +19.3% | +68.0% | -48.7% | +7.2% |
| All | +72.9% | +0.3% | +72.6% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling