+77.3%
MA vs SW
+42.5%
+34.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.1% | +3.5% |
| 7D | +10.2% | +12.1% | -1.8% | +8.9% |
| 30D | +19.3% | +6.6% | +12.8% | +18.5% |
| 3M | +18.0% | -6.0% | +24.0% | +18.5% |
| 6M | +33.7% | +21.5% | +12.2% | +30.2% |
| YTD | +18.6% | +20.3% | -1.7% | +15.2% |
| 1Y | +22.5% | +28.1% | -5.7% | +18.0% |
| All | +77.3% | +42.5% | +34.8% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling