+33.1%
MA vs STM
-26.6%
+59.7%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | 0.0% |
| 7D | +2.3% | -10.7% | +13.0% | +1.1% |
| 30D | +14.7% | -25.7% | +40.4% | +11.0% |
| 3M | +13.5% | -21.6% | +35.1% | +10.9% |
| 6M | +33.1% | -27.8% | +60.9% | +32.8% |
| All | +33.1% | -26.6% | +59.7% | +32.8% |
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 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