+13,824.2%
MA vs STM
+421.7%
+13,402.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | -2.7% | +5.8% | -8.5% | -4.4% |
| 30D | +1.5% | -1.0% | +2.5% | +1.4% |
| 3M | +20.4% | -33.3% | +53.7% | +31.8% |
| 6M | +11.1% | +57.4% | -46.2% | -10.2% |
| YTD | +2.0% | +102.2% | -100.2% | -25.0% |
| 1Y | -2.2% | +99.6% | -101.8% | -28.6% |
| 3Y | +41.9% | +14.5% | +27.4% | +16.6% |
| 5Y | +75.4% | +21.4% | +54.0% | +35.3% |
| 10Y | +527.5% | +695.0% | -167.4% | +124.6% |
| All | +13,824.2% | +421.7% | +13,402.4% | +4,392.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling