+66.3%
MA vs SU
+360.6%
-294.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -3.5% | +1.6% | -5.1% | -3.8% |
| 30D | +0.8% | +10.7% | -10.0% | -1.0% |
| 3M | +14.8% | +13.5% | +1.3% | +12.0% |
| 6M | +10.0% | +21.8% | -11.8% | +5.4% |
| YTD | -0.1% | +58.8% | -59.0% | -9.5% |
| 1Y | -2.2% | +72.0% | -74.3% | -13.1% |
| 3Y | +39.3% | +121.7% | -82.5% | +15.4% |
| 5Y | +66.3% | +350.4% | -284.1% | +20.3% |
| All | +66.3% | +360.6% | -294.3% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling