+19.3%
MA vs SW
+25.8%
-6.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +3.2% | +4.7% | -1.5% | +2.7% |
| 30D | +15.9% | +5.0% | +10.9% | +15.3% |
| 3M | +15.2% | -7.3% | +22.5% | +15.6% |
| 6M | +32.4% | +15.0% | +17.4% | +30.2% |
| YTD | +15.6% | +18.5% | -2.9% | +13.1% |
| 1Y | +19.3% | +27.1% | -7.8% | +14.6% |
| All | +19.3% | +25.8% | -6.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling