+13,824.1%
MA vs SU
+188.3%
+13,635.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.7% | +3.6% | -6.3% | -3.8% |
| 30D | +1.5% | +7.9% | -6.3% | -1.0% |
| 3M | +20.4% | +3.5% | +16.9% | +18.3% |
| 6M | +11.1% | +19.0% | -7.8% | +3.8% |
| YTD | +2.0% | +55.0% | -53.0% | -12.8% |
| 1Y | -2.2% | +71.2% | -73.4% | -19.2% |
| 3Y | +41.9% | +117.4% | -75.5% | +5.6% |
| 5Y | +75.4% | +335.2% | -259.8% | -1.5% |
| 10Y | +527.5% | +248.7% | +278.8% | +244.8% |
| All | +13,824.1% | +188.3% | +13,635.8% | +6,438.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling