+38.6%
MA vs SU
+120.6%
-81.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -3.5% | +1.6% | -5.1% | -3.6% |
| 30D | +0.8% | +10.7% | -10.0% | -0.1% |
| 3M | +14.8% | +13.5% | +1.3% | +13.4% |
| 6M | +10.0% | +21.8% | -11.8% | +7.2% |
| YTD | -0.1% | +58.8% | -59.0% | -6.6% |
| 1Y | -2.2% | +72.0% | -74.3% | -9.9% |
| All | +38.6% | +120.6% | -81.9% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling