+89.6%
MA vs STM
-6.5%
+96.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.8% | -7.9% | +9.7% | +2.7% |
| 30D | +11.8% | -14.1% | +26.0% | +13.7% |
| 3M | +17.2% | -17.6% | +34.8% | +19.5% |
| 6M | +33.4% | -24.2% | +57.6% | +33.8% |
| YTD | +16.1% | +73.3% | -57.2% | -3.8% |
| 1Y | +19.9% | +90.1% | -70.2% | -2.9% |
| 3Y | +70.1% | +10.3% | +59.7% | +50.0% |
| 5Y | +89.6% | -5.7% | +95.4% | +61.8% |
| All | +89.6% | -6.5% | +96.2% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling