+503.0%
MA vs SU
+267.2%
+235.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.7% | +2.2% | -4.0% | -2.3% |
| 30D | +1.7% | +8.4% | -6.8% | -0.7% |
| 3M | +17.2% | +12.1% | +5.1% | +12.9% |
| 6M | +13.3% | +19.7% | -6.4% | +6.4% |
| YTD | +0.2% | +58.4% | -58.2% | -13.7% |
| 1Y | -2.7% | +67.2% | -69.9% | -17.8% |
| 3Y | +39.1% | +125.0% | -86.0% | +4.7% |
| 5Y | +68.8% | +355.1% | -286.3% | -4.4% |
| All | +503.0% | +267.2% | +235.8% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling