+15,692.2%
MA vs STM
+299.7%
+15,392.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.4% | +9.9% | +1.2% |
| 7D | +3.2% | -20.1% | +23.3% | +9.7% |
| 30D | +15.9% | -32.0% | +47.9% | +28.7% |
| 3M | +15.2% | -24.2% | +39.3% | +22.8% |
| 6M | +32.4% | -29.9% | +62.3% | +37.9% |
| YTD | +15.6% | +54.9% | -39.3% | -9.2% |
| 1Y | +19.3% | +68.0% | -48.7% | -9.0% |
| 3Y | +73.0% | -0.1% | +73.1% | +45.3% |
| 5Y | +93.7% | -17.9% | +111.6% | +67.6% |
| 10Y | +575.0% | +392.2% | +182.7% | +179.1% |
| All | +15,692.2% | +299.7% | +15,392.5% | +5,339.0% |
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