+32.4%
MA vs STM
-28.4%
+60.8%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.4% | +9.9% | -3.8% |
| 7D | +3.2% | -20.1% | +23.3% | +0.7% |
| 30D | +15.9% | -32.0% | +47.9% | +11.1% |
| 3M | +15.2% | -24.2% | +39.3% | +12.1% |
| 6M | +32.4% | -29.9% | +62.3% | +31.1% |
| All | +32.4% | -28.4% | +60.8% | +31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling