+92.3%
MA vs STM
-15.6%
+107.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.1% |
| 7D | +2.3% | -10.7% | +13.0% | +3.7% |
| 30D | +14.7% | -25.7% | +40.4% | +18.9% |
| 3M | +13.5% | -21.6% | +35.1% | +16.4% |
| 6M | +33.1% | -27.8% | +60.9% | +34.1% |
| YTD | +15.1% | +61.8% | -46.7% | -3.7% |
| 1Y | +18.7% | +78.1% | -59.4% | -2.9% |
| 3Y | +72.1% | +4.9% | +67.2% | +52.2% |
| All | +92.3% | -15.6% | +107.9% | +65.1% |
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